Search: PDS
RBA Glossary definition for PDS
PDS – Payment Delivery System
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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
Figure 8.1 | Submission to the Financial System Inquiry – March 2014
19 Mar 2019
Submissions
5 billion through the SWIFT PDS feeder system and RITS Cash Transfers, and.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/graphs/figure-8.1.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
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