Search: DSGE model
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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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The Australian and Global Financial Systems
9 Apr 2020
FSR
– April 2020
There is always uncertainty about whether these models capture all elements of stress and even more so at present, given the unprecedented nature of the current situation. ... For further details on the model, see RBA (2017), ‘Stress Testing at the
https://www.rba.gov.au/publications/fsr/2020/apr/the-australian-and-global-financial-systems.html
Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
Given that Australia already has modern and well-functioning payment and settlement systems, this research will focus on innovative use cases and business models that could be supported by the issuance
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Box B: Banks' Exposures to Inner-city Apartment Markets
20 Oct 2016
FSR
– October 2016
A simple way to model potential losses on developer lending is to use loss rates in line with those seen on all Australian residential development lending during the financial crisis.
https://www.rba.gov.au/publications/fsr/2016/oct/box-b.html
The Global Financial Environment
10 Mar 2012
FSR
– March 2012
to more appropriate post-crisis business models and tougher regulatory settings (Graph 1.11).
https://www.rba.gov.au/publications/fsr/2012/mar/global-fin-env.html
Private Equity in Australia
10 Mar 2007
FSR
– March 2007
Like other alternative investments, understanding the risks involved in private equity is often complicated and pricing is less transparent than for many other investments, in many cases being based on models ... The implications for Government revenue
https://www.rba.gov.au/publications/fsr/2007/mar/private-equity-aus.html
The Australian Financial System
10 Sep 2012
FSR
– September 2012
Liquidity Coverage Ratio versus holding more eligible liquid assets or changing their business models to reduce their liquid asset requirements. ... CUBS have maintained their higher capital ratios, consistent with their less diversified business models
https://www.rba.gov.au/publications/fsr/2012/sep/aus-fin-sys.html
FSR Developments in the Financial System
10 Sep 2008
FSR
– September 2008
However, neither ASX nor market participants are persuaded of the need to move to a new settlement model, citing, in particular, the considerable cost of transition. ... For unlisted mortgage schemes, a benchmark-based disclosure model has also been
https://www.rba.gov.au/publications/fsr/2008/sep/dev-sys-infra.html
The Global Financial Environment
10 Sep 2007
FSR
– September 2007
A fourth issue is that the ‘originate and distribute’ model may have served to increase risk in the financial system. ... As a result, some commentators have questioned whether some aspects of the securitisation model need revisiting.
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
Box C: Recent Developments in Australian Banks' Capital Position and Return on Equity
20 Oct 2016
FSR
– October 2016
banks using their own risk-weight models and those using standardised mortgage risk weights.
https://www.rba.gov.au/publications/fsr/2016/oct/box-c.html
Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
other valuation approaches, such as models and expected cash flows.
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html