Search: SWIFT PDS
RBA Glossary definition for SWIFT
SWIFT – Society for Worldwide Interbank Financial Telecommunication. A co-operative organisation that operates a network for the exchange of payment and other financial messages between financial institutions.
RBA Glossary definition for SWIFT PDS
SWIFT PDS – SWIFT Payment Delivery System
RBA Glossary definition for PDS
PDS – Payment Delivery System
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
We make this distinction to ensure that PDs don’t fall to low. ... A separate LGD model is used to translate these PDs into loss rates.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
LLPs: Low interest rates may also affect LLPs. Lower rates make the existing stock of debt easier to service, thereby reducing overall debt burdens and estimated probabilities of default (PDs). ... These PDs are an important input into banks'
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Lower rates make the existing stock of debt easier. to service, thereby reducing overall debt burdens and estimated probabilities of default (PDs). ... These. PDs are an important input into banks’ forward-looking provisioning models.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
s. u. r. e. C. o. s. t. The next step is to formulate PDs to align with each bucket-level LGD (denote them PD. ... that obtained at the end of the last period) and the current period by weighting the appropriate model-generated PDs and LGDs with the
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
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Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
PDF
2180KB
Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. Research Discussion Paper. R DP 2021- 05. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-05.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
Macroprudential Limits on Mortgage Products:. The Australian Experience. Nicholas Garvin, Alex Kearney and Corrine Rosé. Research Discussion Paper. R DP 2021- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Research Discussion Paper – RDP 2021-07 Macroprudential Limits on Mortgage Products: The Australian Experience. Nicholas Garvin, Alex Kearney and Corrine Rosé. July 2021. 2,356. KB. 1. Introduction. Twice between 2014 and 2018, the Australian
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
Research Discussion Paper – RDP 2021-05 Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. May 2021. 2,051. KB. 1. Introduction. Central banking used to be a rather secretive business. As Janet Yellen (2012) noted in
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
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The Apartment Shortage
5 Aug 2020
RDP
2020-04
Research Discussion Paper – RDP 2020-04 The Apartment Shortage. Keaton Jenner and Peter Tulip. August 2020. 3,815. KB. 1. Introduction. Australian cities face a shortage of apartments. The severity of this shortage can be gauged by the difference
https://www.rba.gov.au/publications/rdp/2020/2020-04/full.html
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The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
Means and Marshall & Swift discussed in detail by Glaeser et al (2005). ... the Environment(b). Blackman. and Picken. Picken. and Ilizor. R.S. Means(a). Marshall & Swift(a).
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf