Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Box B: The Global Reinsurance Industry
10 Sep 2011
FSR
– September 2011
Some aspects of reinsurers' business models make it less likely that they will suffer financial distress compared with banks. ... Reinsurance cover plays an important role in the business models of Australian general insurers, as well as the Australian
https://www.rba.gov.au/publications/fsr/2011/sep/box-b.html
Box A: Banks' Provisioning
23 Sep 2009
FSR
- September 2009
PDF
160KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-a.pdf
Household and Business Finances in Australia
25 Apr 2023
FSR
- April 2023
PDF
1112KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/03-household-business-finances.pdf
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
sustained on the underlying RMBS, which is prompting some to question the use of these indices in valuation models. ... Those questioning the use of ABX.HE indices in valuation models have also focused on the fact that the indices capture only a very
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
Box D: Stress Testing at the Reserve Bank
20 Oct 2017
FSR
– October 2017
The remainder of this box outlines the current state of the Reserve Bank's model. ... Table D1: Variables in Stress-testing Framework. Pre-specified outside of the model.
https://www.rba.gov.au/publications/fsr/2017/oct/box-d.html
The Australian Financial System
25 Apr 2023
FSR
- April 2023
PDF
1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf
Box A: Financial Guaranty Insurers (Monolines)
10 Mar 2008
FSR
– March 2008
The cornerstone of the FGI business model has been their high credit ratings – typically AAA – since this underpins the value of the insurance, or credit protection, provided to investors.
https://www.rba.gov.au/publications/fsr/2008/mar/box-a.html
Box C: Equity Raisings and Company Gearing
10 Sep 2009
FSR
– September 2009
Geared companies that are comfortable with their leverage : Some companies have been able to sustain business models involving a high gearing ratio due to more stable cash flows, in general, than ... current circumstances or the sustainability of their
https://www.rba.gov.au/publications/fsr/2009/sep/box-c.html
The Global Financial Environment
8 Apr 2022
FSR
– April 2022
The European Central Bank (ECB) has increased overall capital requirements marginally for banks in the euro area, and reiterated concerns over some banks' internal governance, risk management, business models or capital
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Financial Stability Review - September 2005
26 Sep 2005
FSR
- September 2005
PDF
494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf