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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Our People
27 Oct 2022
RBA Annual Report
– October 2022
The key focus areas 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/2022/our-people.html
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
To help manage risk, the Bank has implemented the three lines model. ... Risk and Compliance Department typically values these securities based on a pricing model that references prices in the public ABS market.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Governor's Foreword
27 Oct 2022
RBA Annual Report
– October 2022
More broadly, the payments landscape is changing rapidly with new technologies and business models.
https://www.rba.gov.au/publications/annual-reports/rba/2022/governors-foreword.html
Annual Performance Statement for 2021/22
27 Oct 2022
RBA Annual Report
– October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html
International Financial Cooperation
27 Oct 2022
RBA Annual Report
– October 2022
Topics discussed during 2021/22 included: cybersecurity and cloud adoption; building IT staff capacity and technology support for hybrid workplaces; digital operating models and use of common platforms; and increased investments
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html
Management of the Reserve Bank
27 Oct 2022
RBA Annual Report
– October 2022
In 2021/22, key innovation lab engagements included supporting the development of a potential electronic Know Your Customer (eKYC) model for the South Pacific region, supporting industry consultation and exploration of
https://www.rba.gov.au/publications/annual-reports/rba/2022/management-of-the-reserve-bank.html
Communication and Community Engagement
27 Oct 2022
RBA Annual Report
– October 2022
bond purchases; the effect of corporate sentiment on investment; and extensions to the Banks Macroeconomic Model. ... In terms of advocacy of economics, a six-part Explore Economics video series was produced to provide role models for students at both
https://www.rba.gov.au/publications/annual-reports/rba/2022/communication-and-community-engagement.html
Reserve Bank of Australia Annual Report 2021
29 Sep 2022
RBA Annual Report
2021
PDF
6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Payments System Regulation and Policy Issues
28 Sep 2022
PSB Annual Report
– September 2022
However, DE has various technical limitations that reflect the time when it was created, including a delayed settlement model and a restricted messaging format that is incompatible with ISO 20022. ... To help address this, the Bank recently initiated a
https://www.rba.gov.au/publications/annual-reports/psb/2022/payments-system-regulation-and-policy-issues.html