Search: PDS
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
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
See 3 more results from "RDP 2022-03"
Method
11 Sep 2015
RDP
2015-01
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
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
The Model's Properties
1 Nov 1995
RDP
9510
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
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
References
31 Dec 2005
RDP
2005-05
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
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
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
MODELLING RECENT DEVELOPMENTS IN AUSTRALIAN ASSET MARKETS: SOME PRELIMINARY ...
18 Apr 2015
RDP
PDF
632KB
Sydney: Reserve Bank of Australia. APPENDIX: RBII SPECIFICATION'. Household Expenditure. Dlog(Pd) = o log (Pd/Pdd) 8i log(Pm/M). ... 82[(rI4.0)_DlogP] d=dOyde. - Ti/P C. = Pd [EPI(lt3)] P. BArm B 5 r b B6rbl m = m0 ye.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8403.pdf