Search: solvency
RBA Glossary definition for solvency
solvency – The capacity of an entity to meet its financial obligations as they fall due. Solvency may be expressed as maintaining positive net-tangible assets.
Search Results
Contagion Analysis
29 Sep 2015
RDP
2015-02
i. /K. i. > ρ. K. , bank i is deemed to be in secondary solvency stress. ... This is sufficient to push it into solvency stress after four exogenous defaults.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
See 3 more results from "RDP 2015-02"
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
Following Heath, Kelly and Manning (2013), the paper examines liquidity and solvency risk under alternative clearing configurations, but extends the analysis in two main ways. ... 4.2.2 Loss allocation under VMGH 30 4.2.3 Price and solvency shocks 32
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
References
20 Sep 2022
RDP
2022-03
Coen J, C Lepore and E Schaanning (2019), ‘Taking Regulation Seriously: Fire Sales under Solvency and Liquidity Constraints’, Bank of England Staff Working Paper No 793. ... Hardy DC and C Schmeider (2013), ‘Rules of Thumb for Bank Solvency Stress
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
See 3 more results from "RDP 2022-03"
Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility
1 Nov 1999
RDP
1999-09
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-09.html
See 1 more results from "RDP 1999-09"
Our Role
20 Sep 2018
RBA Annual Report
– 2018
The Bank's responsibility to promote financial stability does not, however, equate to a guarantee of solvency for financial institutions and the Bank does not see its balance sheet as being
https://www.rba.gov.au/publications/annual-reports/rba/2018/our-role.html
Currency Demand during the Global Financial Crisis: Evidence from Australia
30 Jan 2013
RDP
2013-01
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-01.html
See 2 more results from "RDP 2013-01"
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
stays constant. This reflects that our focus in this model is on bank solvency (i.e.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Our Role
25 Sep 2017
RBA Annual Report
– 2017
The Bank's responsibility to promote financial stability does not, however, equate to a guarantee of solvency for financial institutions and the Bank does not see its balance sheet as being
https://www.rba.gov.au/publications/annual-reports/rba/2017/our-role.html
Current Account Deficits: The Australian Debate
12 Mar 2007
RDP
PDF
289KB
1 Milesi-Ferretti and Razin (1996) provide a thorough discussion of solvency – when the. ... Optimality by definition will satisfy solvency, but it will not necessarily satisfy sustainability.
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-02.pdf
Our Role
21 Oct 2021
RBA Annual Report
– 2021
The Bank's responsibility to promote financial stability does not equate to a guarantee of solvency for financial institutions and the Bank does not see its balance sheet as being available
https://www.rba.gov.au/publications/annual-reports/rba/2021/our-role.html