Search: Financial Stability Review
RBA Glossary definition for Financial Stability Review
Financial Stability Review – The Reserve Bank issues a Financial Stability Review half-yearly. These reviews assess the currenct condition of the financial system and potential risks to financial stability, and survey policy developments designed to improve financial stability.
Search Results
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
The Reserve Bank of Australia's Financial Stability Department has been developing a top-down stress testing model over recent years to strengthen its analysis of the resilience of the Australian ... 1990s and the global financial crisis) and with those
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
References
20 Sep 2022
RDP
2022-03
Burrows O, D Learmonth and J McKeown (2012), ‘RAMSI: A Top-Down Stress-Testing Model’, Bank of England Financial Stability Paper No 17. ... Ghosh A (2015), ‘Banking-Industry Specific and Regional Economic Determinants of Non-Performing Loans:
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html
How the Model Was Used during COVID-19
20 Sep 2022
RDP
2022-03
April 2020 Financial Stability Review. ... In the October 2020 Financial Stability Review, a reverse stress test was used to consider how deep – rather than prolonged – the recession might need to be for at least one
https://www.rba.gov.au/publications/rdp/2022/2022-03/how-the-model-was-used-during-covid-19.html