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
23 Sep 2014
FSR
September 2014
PDF
451KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/box-b.pdf
Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
CONTENTS. 1 Overview. 3 The Macroeconomic and Financial Environment. 16 Box A: Credit Card Indicators. 18 Box B: The Housing Market Slowdown in the Netherlands. 21 Financial Intermediaries. 37 Box C: Measures of Housing Loan Quality. 39 Box D: The
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
The Australian Financial System
25 Apr 2023
FSR
- April 2023
PDF
1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf
Financial Stability Review - March 2006
28 Mar 2006
FSR
- March 2006
PDF
645KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/0306.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
Financial Intermediaries
10 Mar 2005
FSR
– March 2005
Footnote. Value-at-Risk (VaR) models use the distribution of historical price changes to estimate the potential for future losses, relative to a confidence level.
https://www.rba.gov.au/publications/fsr/2005/mar/fin-intermed.html
Financial Intermediaries
10 Mar 2006
FSR
– March 2006
VaR models use the distribution of historical price changes to estimate the potential for future losses, relative to a confidence level.
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html
Box C: Equity Raisings and Company Gearing
23 Sep 2009
FSR
- September 2009
PDF
141KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-c.pdf
Box C: The Regulatory Capital Framework for Residential Mortgages
15 Oct 2015
FSR
October 2015
PDF
156KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/box-c.pdf
Box C: Lenders Mortgage Insurance
25 Sep 2013
FSR
September 2013
PDF
588KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/box-c.pdf