Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Financial Market Infrastructures
27 Sep 2022
PSB Annual Report
- 2022
PDF
858KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/financial-market-infrastructures.pdf
Payments System Board Annual Report 2022
27 Sep 2022
PSB Annual Report
- 2022
PDF
2830KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/psb-annual-report-2022.pdf
Payments System Regulation and Policy Issues
27 Sep 2022
PSB Annual Report
- 2022
PDF
318KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/payments-system-regulation-and-policy-issues.pdf
Reserve Bank of Australia Annual Report 2021 - Annual Performance Statement
30 Jun 2022
RBA Annual Report
2021
PDF
187KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/annual-performance-statement.pdf
At a Glance
21 Oct 2021
PSB Annual Report
– 2021
https://www.rba.gov.au/publications/annual-reports/psb/2021/
Our People
21 Oct 2021
RBA Annual Report
– 2021
The key areas of focus of the strategy are:. reinforcing leadership commitment to inclusion, where all leaders show visible, authentic commitment to inclusion and consistently role model inclusive behaviours.
https://www.rba.gov.au/publications/annual-reports/rba/2021/our-people.html
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Management of these risks is the responsibility of all staff. In particular, the Bank has implemented the ‘three lines model’. ... Risk and Compliance Department values these securities based on a pricing model that references prices in the public
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
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
Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
Reserve Bank of Australia Annual Report 2021 - Risk Management
21 Oct 2021
RBA Annual Report
2021
PDF
385KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/risk-management.pdf