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RBA Glossary definition for M&A
M&A – mergers and acquisitions
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
e. f. Q. A. G. S. T. o. t. M. a. ... o. (A74). M. a. x. D. i. v. i. t. =. {. 0. i. f. N. P. A. T. i. t. 0.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
L. M. k. is a vector of multipliers that capture the propensity of LVR bucket k to default relative to the whole mortgage book. ... β. M. o. r. t. ,. U. R. difficult. Given this, we use a combination of approaches to calibrate this parameter.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html