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 B: Australian Major Banks' Cost-to-income Ratios
10 Sep 2014
FSR
– September 2014
their business models away from those activities somewhat, consistent with the better performance and efficiency of banks with a more commercial banking model. ... Settlements. The New Zealand subsidiaries have similar business models to their Australian
https://www.rba.gov.au/publications/fsr/2014/sep/box-b.html
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
The European Central Bank (ECB) has increased overall capital requirements marginally for banks in the euro area, and reiterated concerns over some banks' internal governance, risk management, business models or capital
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
sustained on the underlying RMBS, which is prompting some to question the use of these indices in valuation models. ... Those questioning the use of ABX.HE indices in valuation models have also focused on the fact that the indices capture only a very
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
Box A: Banks' Provisioning
10 Sep 2009
FSR
– September 2009
The rise in individual provisions against business loans was partly the result of the difficulties experienced by a small number of companies with complicated and/or highly leveraged business models that ... This model would take factors that affect
https://www.rba.gov.au/publications/fsr/2009/sep/box-a.html
Box B: The Global Reinsurance Industry
10 Sep 2011
FSR
– September 2011
Some aspects of reinsurers' business models make it less likely that they will suffer financial distress compared with banks. ... Reinsurance cover plays an important role in the business models of Australian general insurers, as well as the Australian
https://www.rba.gov.au/publications/fsr/2011/sep/box-b.html
4.1 Focus Topic: Scenario Analysis of the Resilience of Mortgagors and Businesses to Higher Inflation and Interest Rates
22 Mar 2024
FSR
– March 2024
4.1 Focus Topic: Scenario Analysis of the Resilience of Mortgagors and Businesses to Higher Inflation and Interest Rates | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/focus-topic-scenario-analysis-of-the-resilience-of-mortgagors-and-businesses-to-higher-inflation-and-interest-rates.html
Domestic Regulatory Developments
21 Nov 2022
FSR
- October 2021
PDF
120KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/04-regulatory-developments.pdf
Household and Business Finances in Australia
8 Oct 2021
FSR
– October 2021
User-cost models, which compare the relative costs of owning versus renting a property (and so take into account a range of factors including the decline in interest rates), suggest housing
https://www.rba.gov.au/publications/fsr/2021/oct/household-business-finances-in-australia.html
Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
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