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RBA Glossary definition for PDS

PDS – Payment Delivery System

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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: The Regulatory Capital Framework for Residential Mortgages

20 Oct 2015 FSR – October 2015
the effective maturity (M). the probability of default (PD) – the risk of borrower default in the course of a year. ... estimated PD and LGD; differences in the composition of mortgage types is one reason why risk weights vary between IRB banks.
https://www.rba.gov.au/publications/fsr/2015/oct/box-c.html

Box D: Stress Testing and Australian Bank Resilience

7 Oct 2022 FSR – October 2022
PDs and LGDs are calculated for the different types of loans that banks have on their balance sheets. ... In the model, mortgage PDs are determined by two variables: the unemployment rate; and the loan-to-valuation ratio (LVR) of the mortgage.
https://www.rba.gov.au/publications/fsr/2022/oct/box-d-stress-testing-and-australian-bank-resilience.html

The Australian Financial System

13 Oct 2016 FSR October 2016 PDF 469KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/aus-fin-sys.pdf

Box D: Stress Testing and Australian Bank Resilience

21 Nov 2022 FSR - October 2022 PDF 277KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/box-d-stress-testing-and-australian-bank-resilience.pdf

Developments in the Financial System Architecture

24 Mar 2011 FSR – March 2011 PDF 106KB
https://www.rba.gov.au/publications/fsr/2011/mar/pdf/dev-fin-sys-arch.pdf

Financial Stability Review October 2015

15 Oct 2015 FSR October 2015 PDF 1359KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/1015.pdf

Financial Stability Review

21 Nov 2022 FSR - October 2022 PDF 5119KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/financial-stability-review-2022-10.pdf

Developments in the Financial System Architecture

10 Mar 2011 FSR – March 2011
PDS). This includes information on fund structure, investment strategies and the use of short selling. ... It is also proposed that periodic reporting of information (such as funds under management and investment returns) be a benchmark disclosure in the
https://www.rba.gov.au/publications/fsr/2011/mar/dev-fin-sys-arch.html

The Australian Financial System

10 Sep 2014 FSR – September 2014
Probabilities of default (PDs) are derived from the internal credit risk models of those banks authorised by APRA to use these models to calculate their minimum regulatory capital requirement.) The share ... of the major banks' corporate exposures
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html