Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Box A: Australian Financial Regulators' Actions on Climate Change-related Risks
8 Oct 2021
FSR
– October 2021
to understand how banks could adjust their business models and implement management actions in response to the different scenarios.
https://www.rba.gov.au/publications/fsr/2021/oct/box-a-australian-financial-regulators-actions-on-climate-change-related-risks.html
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
The Australian Financial System
8 Apr 2021
FSR
– April 2021
Consistent with this, the RBA's reverse stress testing model implies that it would take a recession comparable to the Great Depression for CET1 capital ratios to fall below ... The revised expectations place a greater focus on the longer-term
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Domestic Regulatory Developments
8 Apr 2021
FSR
- April 2021
PDF
260KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/04-regulatory-developments.pdf
The Australian Financial System
8 Apr 2021
FSR
- April 2021
PDF
417KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/03-australian-financial-system.pdf
Domestic Regulatory Developments
8 Apr 2021
FSR
– April 2021
In the meantime, the CFR has encouraged the e-conveyancing industry to explore the development of a self-regulatory model for the payment and financial settlement aspects of e-conveyancing.
https://www.rba.gov.au/publications/fsr/2021/apr/regulatory-developments.html
The Australian Financial System
4 Nov 2020
FSR
- October 2020
PDF
620KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/03-australian-financial-system.pdf
Box B: Business Failure Risk in the COVID-19 Pandemic
4 Nov 2020
FSR
- October 2020
PDF
281KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/box-b-business-failure-risk-in-the-covid-pandemic.pdf
Financial Stability Review
4 Nov 2020
FSR
- October 2020
PDF
3339KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/financial-stability-review-2020-10.pdf
Box C: The Use of Banks' Capital Buffers
4 Nov 2020
FSR
- October 2020
PDF
323KB
https://www.rba.gov.au/publications/fsr/2020/oct/pdf/box-c-the-use-of-banks-capital-buffers.pdf