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1–10 of 107 search results for 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.

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Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
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
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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
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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
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Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-09.html
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Currency Demand during the Global Financial Crisis: Evidence from Australia

30 Jan 2013 RDP 2013-01
Tom Cusbert and Thomas Rohling
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-01.html
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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

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

Europe, Australia and Asia: Some Observations

10 Sep 2006 Bulletin – September 2006
Glenn Stevens
discipline and assure long‑run solvency. ... 1990s. Once Japan might have been that country. But then Japan experienced a decade of stagnation, deflation and concerns over financial-sector solvency.
https://www.rba.gov.au/publications/bulletin/2006/sep/2.html

Introduction

31 Dec 2007 RDP 2007-02
Rochelle Belkar, Lynne Cockerell and Christopher Kent
This paper documents the clear change in the general view in Australia over the past three decades concerning the current account balance as a policy objective, highlighting issues related to solvency, ... Optimality by definition will satisfy solvency,
https://www.rba.gov.au/publications/rdp/2007/2007-02/introduction.html
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Interesting Times

11 Dec 2008 Bulletin PDF 76KB
Address by Mr Glenn Stevens, Governor, to the Australian Business Economists Annual Dinner, Sydney, 9 December 2008.
https://www.rba.gov.au/publications/bulletin/2008/dec/pdf/bu-1208-2.pdf