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RBA Glossary definition for DSGE model

DSGE model – Dynamic Stochastic General Equilibrium model

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Supervision of Clearing and Settlement Facilities

9 Oct 2015 PSB Annual Report – 2015
The Bank recommended that ASX further refine and integrate model validation into its risk management framework. ... Credit risk model testing and validation: The Bank expects CME to finalise and implement model testing and validation for its margin,
https://www.rba.gov.au/publications/annual-reports/psb/2015/supervision-of-clearing-and-settlement-facilities.html

Payments System Board Annual Report 2023

11 Oct 2023 PSB Annual Report - 2023 PDF 2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf

Payments System Regulation and Policy Issues

11 Oct 2023 PSB Annual Report - 2023 PDF 347KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/payments-system-regulation-and-policy-issues.pdf

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 1078KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/communication-and-community-engagement.pdf

Risk Management

12 Apr 2020 RBA Annual Report – 2020
Hence, Risk and Compliance Department values these securities based on a pricing model that references prices in the public RMBS market.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

Payments System Board Annual Report 2004 - Reform of the Australian Payments System

22 Sep 2005 PSB Annual Report 2004 PDF 49KB
https://www.rba.gov.au/publications/annual-reports/psb/2004/pdf/reform.pdf

Reserve Bank of Australia Annual Report 2021 - Governor's Foreword

13 Oct 2021 RBA Annual Report 2021 PDF 77KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/governors-foreword.pdf

Annual Performance Statement

9 Aug 2023 RBA Annual Report - 2022 PDF 186KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/annual-performance-statement.pdf

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html