Search: SSF Standards
RBA Glossary definition for SSF
SSF – Securities settlement facility
RBA Glossary definition for SSF Standards
SSF Standards – Financial Stability Standards for Securities Settlement Facilities
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Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
PDF
1594KB
To estimate willingness to pay, we use the standard statistical method from the discrete choice. ... the conditional probability of choosing. account A thus has the standard probit form.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
14 Sep 2020
RDP
2020-06
Research Discussion Paper – RDP 2020-06 Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey. James Caddy, Luc Delaney and Chay Fisher. September 2020. 1.6. MB. Supplementary information. consumption, COVID-19,
https://www.rba.gov.au/publications/rdp/2020/2020-06.html
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The Standard Model Needs Changing
26 Jul 2018
RDP
2018-08
Diewert (2005) also emphasises this ongoing tension between standard measurement and econometric considerations. ... Also recall that in versions of The Standard Model for which the spec.
https://www.rba.gov.au/publications/rdp/2018/2018-08/the-standard-model-needs-changing.html
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The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
majority comes from participants. Under international standards, this pool must be sufficient to. ... . (8). These are similar to standard consumption-based asset pricing equations.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Model
22 Nov 2016
RDP
2016-07
β. 0.9975. Discount rate. σ. A. 0.0106. Standard deviation in endowment payments. ... σ. y. 0.0106. Standard deviation in OTC derivatives contract payments. corr(y.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
19 Dec 2023
RDP
PDF
1692KB
Standard errors are shown in parentheses and are clustered at the firm level. ... Standard errors are shown in parentheses and are clustered at the industry level.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-10.pdf
Data
13 Dec 2022
RDP
2022-07
In particular, these data are accompanied by comprehensive guidance on data definitions, and are subject to standards for data quality and audit obligations. ... Footnote. Balance sheet reporting is audited. All information provided by a bank under the
https://www.rba.gov.au/publications/rdp/2022/2022-07/data.html
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. August 2018. 2.7. MB. Supplementary information. banking, financial markets, interest rates, modelling, money.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Bivariate Example
26 Oct 2023
RDP
2023-07
The standard approach to Bayesian inference in SVARs under sign restrictions assumes a uniform prior over Q, as do AR18. ... The impact impulse response of y. 1t. to a positive standard deviation shock.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
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Appendix C: Robustness Checks for Adoption Determinants
21 Dec 2023
RDP
2023-10
Standard errors are shown in parentheses and are clustered at the firm level. ... Assets (log). Standard errors. 2nd decile. 0.004. 0.009. 3rd decile. 0.001.
https://www.rba.gov.au/publications/rdp/2023/2023-10/appendix-c.html
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