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RBA Glossary definition for RDP

RDP – Research Discussion Paper. One of a series which makes the results of current economic research within the Reserve Bank of Australia (RBA) available to the public. Papers present preliminary results of research to encourage discussion and comment. The contents represent views of the authors and not necessarily those of the RBA.

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Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html

Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 5. Contagion Modelling and Feedback Loops.
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 3. Credit Loss Modelling.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks Appendix A: Model Specifications.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

How the Model Was Used during COVID-19

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
RDP 2022-03: Macrofinancial Stress Testing on Australian Banks 6. How the Model Was Used during COVID-19.
https://www.rba.gov.au/publications/rdp/2022/2022-03/how-the-model-was-used-during-covid-19.html