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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

Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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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Method

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
The second step uses the financial margin to calculate each household's probability of default (PD):. ... For the purposes of this model, households with a PD of one are assumed to default with certainty.
https://www.rba.gov.au/publications/rdp/2015/2015-01/method.html

The Model's Properties

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
s. Figure 10: Actual CPI p (—), the static solution ps (), and the dynamic solution pd (– –). Figure 11: Deviations between the actual CPI and the static solution p – ps () and between the ... actual CPI and the dynamic solution p — pd (– –)
https://www.rba.gov.au/publications/rdp/1995/9510/models-properties.html

Estimating the Inflationary Effects of Depreciation

19 Nov 2012 RDP PDF 810KB
Pd can be thought of as a mark-up on costs of production. ... for small changes, the rate of change of Pd is approximately given by.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8713.pdf

References

31 Dec 2005 RDP 2005-05
Ivan Roberts
Marques CR, PD Neves and AG da Silva (2002), ‘Why should central banks avoid the use of the underlying inflation indicator?’,. ... Economics Letters. , 75(1), pp 17–23. Marques CR, PD Neves and LM Sarmento (2000), ‘Evaluating core inflation
https://www.rba.gov.au/publications/rdp/2005/2005-05/references.html

THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...

15 Oct 2014 RDP PDF 878KB
Dlog(Pd) = cx1 log(Pd/Pd) 1 log(Pm/M). Desired real consumption is a function of real disposable. ... Yd = y - Ti/P. Pd [EPI(lt3)J P. = BArm B 5 r b B6rbl.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf

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

DEVIATIOUS FROM PURCHASIWG POWER PARITY : THE AUSTRALIM CASE ...

20 Oct 2014 RDP PDF 632KB
DI f a. DI 0. N Pb DICD CD o '0 o C, PD. ... ftC, CD. C) Cfl M 30 PD 0(1 PD.0. m (C.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8711.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
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
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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