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1–6 of 6 collapsed search results for FPS

RBA Glossary definition for FPS

FPS – Faster Payments Service

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The Basle Standards

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
0. or FP(σ,c)=FP. 0. ) is a nonlinear function of σ. ... Table 2 presents the weights resulting from minimising to construct a linear approximation to FP capital standards.
https://www.rba.gov.au/publications/rdp/1992/9210/basle-standards.html

A Contingent Claim Analysis of Risk-based Capital Standards for Banks

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html

Introduction

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Risk weights are calculated to yield “best fit” approximations to the LV and FP rules. ... Section 3 presents the LV and FP rules and discusses bank behaviour under each.
https://www.rba.gov.au/publications/rdp/1992/9210/introduction.html

Two Risk-Based Capital Rules

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Like the per-dollar contingent liability, FP(σ,c) is decreasing in c, and generally is increasing in σ. ... As with an LV rule, regulators would need to determine an acceptable value of FP.
https://www.rba.gov.au/publications/rdp/1992/9210/two-risk-based-capital-rules.html

Model

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Thus,. is an upper bound on the probability of failure; we denote this upper bound as FP:.
https://www.rba.gov.au/publications/rdp/1992/9210/model.html

Conclusions and Agenda For Future Research

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Alternatively, risk-based capital can place an upper bound on the probability of bank failure during any period, which we refer to as an FP rule. ... The LV and FP standards, while desirable in theory, may be too complicated to be feasible in practice.
https://www.rba.gov.au/publications/rdp/1992/9210/conclusions-and-agenda-for-future-research.html