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: 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
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
Box A: Financial Guaranty Insurers (Monolines)
10 Mar 2008
FSR
– March 2008
The cornerstone of the FGI business model has been their high credit ratings – typically AAA – since this underpins the value of the insurance, or credit protection, provided to investors.
https://www.rba.gov.au/publications/fsr/2008/mar/box-a.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
8 Oct 2021
FSR
– October 2021
With financial technologies and business models continuing to evolve, a priority for both the government and CFR members has been to ensure that regulatory frameworks continue to encourage innovation, while maintaining
https://www.rba.gov.au/publications/fsr/2021/oct/regulatory-developments.html
Box C: Equity Raisings and Company Gearing
10 Sep 2009
FSR
– September 2009
Geared companies that are comfortable with their leverage : Some companies have been able to sustain business models involving a high gearing ratio due to more stable cash flows, in general, than ... current circumstances or the sustainability of their
https://www.rba.gov.au/publications/fsr/2009/sep/box-c.html
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
6 Apr 2023
FSR
– April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html
Box B: Business Failure Risk in the COVID-19 Pandemic – Technical Appendix
8 Oct 2020
FSR
– October 2020
Graph B.8. The firm-level logit model is specified as:. l. o. ... It does not show the conditional relationships that will be captured in the regression model.
https://www.rba.gov.au/publications/fsr/2020/oct/box-b-business-failure-risk-in-the-covid-19-pandemic-technical-appendix.html