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RBA Glossary definition for DSGE model
DSGE model – Dynamic Stochastic General Equilibrium model
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Submission to the Inquiry into the Digital Assets (Market Regulation) Bill 2023
1 Jun 2023
Submissions
PDF
248KB
A range of new business models and technologies are emerging in Australia’s payments system,.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/digital-assets-bill-senate-economics-legislation-committee-may-2023.pdf
Proposed Merger Between Armaguard and Prosegur
9 May 2023
Submissions
PDF
107KB
The proposed pricing model in the Revised Undertaking is simpler than originally proposed, which should mean that it is easier to measure and enforce MergeCo’s adherence to the proposed arrangements. ... As was the case with the pricing model that was
https://www.rba.gov.au/publications/submissions/payments-system/pdf/proposed-merger-armaguard-and-prosegur-submission-may-2023.pdf
Annual Performance Statement for 2021/22
27 Oct 2022
RBA Annual Report
– October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html
Background on the Australian Listed Equity Market | Financial Sector | Submissions
17 Sep 2021
Submissions
In a highly simplified economic model, this ratio should not deviate much from one.
https://www.rba.gov.au/publications/submissions/financial-sector/background-on-the-australian-listed-equity-market-2021-09/index.html
Oversight of Clearing and Settlement Facilities
12 Sep 2014
PSB Annual Report
– 2014
In its 2012/13 Assessment, the Bank made a number of recommendations for enhancements to the ASX CCPs' model validation approach. ... introducing reverse stress testing. engaging external experts for a three-year period to undertake a comprehensive
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-clearing-set.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Governor's Foreword
27 Oct 2022
RBA Annual Report
– October 2022
More broadly, the payments landscape is changing rapidly with new technologies and business models.
https://www.rba.gov.au/publications/annual-reports/rba/2022/governors-foreword.html
RBA submission to Defining payment functions consultation - July 2023
16 Jan 2024
Submissions
PDF
445KB
technology, market structures and business models.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-defining-payment-functions-consultation-july-2023.pdf
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html