Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Capital Standards
1 Dec 1994
RDP
9409
While it is important to maintain a suitably conservative and easy-to-understand capital standard, it is possible there may be more efficient methods of capturing credit exposure than the proposed ... Estrella (1992) sets out the mathematical functional
https://www.rba.gov.au/publications/rdp/1994/9409/capital-standards.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
11 Oct 2022
RDP
2022-04
with sign restrictions) are typically used to analyse the effects of standard deviation shocks.
https://www.rba.gov.au/publications/rdp/2022/2022-04.html
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Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
Research Discussion Paper – RDP 2024-02 Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. April 2024. 1.55. MB. 146. KB. Supplementary
https://www.rba.gov.au/publications/rdp/2024/2024-02.html
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Framework
3 Jan 2023
RDP
2022-09
j. ,. n. is the j th column of Q. Given the normalisation that the structural shocks have unit standard deviation, these impulse responses represent responses to standard deviation shocks. ... i. ,. j. ,. h. (. ϕ. ,. Q. ). :. Q. 𝒬. (. ϕ. |. S. ). }.
https://www.rba.gov.au/publications/rdp/2022/2022-09/framework.html
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Low Wage Growth
4 Apr 2019
Conference
–
2019
The Reserve Bank of Australia 2019 conference, ‘Low Wage Growth’
https://www.rba.gov.au/publications/confs/2019/
Appendix 2: Test Procedures
1 Dec 1993
RDP
9314
The augmented Dickey-Fuller (ADF) test is a standard test for the existence of a unit root and is estimated in the form,. ... The standard t-ratio tests do not apply, with critical values taken from Fuller (1976).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
14 Sep 2020
RDP
2020-06
Research Discussion Paper – RDP 2020-06 Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey. James Caddy, Luc Delaney and Chay Fisher. September 2020. 1.6. MB. Supplementary information. consumption, COVID-19,
https://www.rba.gov.au/publications/rdp/2020/2020-06.html
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The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
A CCP will be collecting collateral and netting bilateral positions. While CCPs do not have explicit taxpayer backing, they may be supported in times of stress. ... The remaining exposures will have to be collateralised when moved to a CCP to avoid
https://www.rba.gov.au/publications/confs/2013/singh.html
The Lessons for Monetary Policy | Conference – 1991
21 Jun 1991
Conferences
The fall in credit standards, on the other hand, was not a total surprise. ... However, most evidence suggests that credit standards were reduced as banks competed for business.
https://www.rba.gov.au/publications/confs/1991/macfarlane.html
Data
13 Dec 2022
RDP
2022-07
In particular, these data are accompanied by comprehensive guidance on data definitions, and are subject to standards for data quality and audit obligations. ... Footnote. Balance sheet reporting is audited. All information provided by a bank under the
https://www.rba.gov.au/publications/rdp/2022/2022-07/data.html
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