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RBA Glossary definition for PDS

PDS – Payment Delivery System

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Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
sheet. These PDs and LGDs are converted to a weighted average PD and LGD across all asset classes. ... PDs and LGDs provided by banks and the estimated PDs and LGDs from the model.
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html

List of tables | 2014 Assessment of the Reserve Bank Information and Transfer System

9 Mar 2023
Settlement in RITS. Transaction types. Governance and ownership. SWIFT PDS. RTGS. ... The SWIFT PDS is a closed user group governed by APCA, an industry body that sets rules and procedures for clearing and settling payments in Australia, under APCA's
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2014/tables.html

Appendix A: Background Information | 2015 Assessment of the Reserve Bank Information and Transfer System

9 Mar 2023
The SWIFT PDS is a closed user group administered by APCA, which sets rules and procedures for clearing payments in Australia through its High Value Clearing System (HVCS). ... The SWIFT PDS is used primarily to make one-sided customer and interbank
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2015/appendix-a.html

A Model for Stress Testing Household Lending in Australia

19 Dec 2013 Bulletin – December 2013
Tom Bilston and David Rodgers
Stress testing can be a useful tool for authorities to assess the resilience of their banking systems to various shocks, including those that result in more borrowers being unable to repay their debts. This article outlines a model that simulates
https://www.rba.gov.au/publications/bulletin/2013/dec/4.html

Default Risk Among Australian Listed Corporations

15 Sep 2015 Bulletin September Quarter 2015 PDF 334KB
https://www.rba.gov.au/publications/bulletin/2015/sep/pdf/bu-0915-6.pdf

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Figure 5: Change in Business PD Estimates. Note: (a) Year-ended GDP growth. ... A separate LGD model is used to translate these PDs into loss rates.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Section 4: Appendices

29 Sep 2006 Equity & Diversity Annual Report – 2006
Equity & Diversity Annual Report 2006-Section 4: Appendices
https://www.rba.gov.au/publications/annual-reports/ead/2006/s4.html

2020 Assessment of the Reserve Bank Information and Transfer System – Material Developments

9 Mar 2023
As part of its business continuity arrangements, RITS has arrangements in place to allow clearing of transactions from SWIFT Payment Delivery System (PDS) and Austraclear feeder systems in the event that ... These arrangements involve the netting and
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2020/material-developments.html

THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...

15 Oct 2014 RDP PDF 878KB
Dlog(Pd) = cx1 log(Pd/Pd) 1 log(Pm/M). Desired real consumption is a function of real disposable. ... Yd = y - Ti/P. Pd [EPI(lt3)J P. = BArm B 5 r b B6rbl.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf

Default Risk Among Australian Listed Corporations

17 Sep 2015 Bulletin – September 2015
Michael Robsons
Market-based information can help detect deteriorating corporate health because it incorporates more forward-looking information than other data sources such as financial statements. With this in mind, the Reserve Bank has developed an indicator of
https://www.rba.gov.au/publications/bulletin/2015/sep/6.html