Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
s. u. r. e. C. o. s. t. The next step is to formulate PDs to align with each bucket-level LGD (denote them PD. ... that obtained at the end of the last period) and the current period by weighting the appropriate model-generated PDs and LGDs with the
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
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
Capital and Asset Growth
20 Sep 2022
RDP
2022-03
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
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
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/full.html