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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996
31 Dec 1996
Annual Report
In calculating capital requirements for market risk, banks will have the option of using either a “standard measurement” approach, or their own risk management models. ... The major banks now publish “value at risk” (VAR) figures, which are
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html
Regulatory Developments in Retail Payments
10 Sep 2012
PSB Annual Report
– 2012
in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html
Payments System Board Annual Report 2012 - Regulatory Developments in Retail Payments
14 Sep 2012
PSB Annual Report
2012
PDF
358KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/reg-dev-ret-pay.pdf
Payments System Board Annual Report 2013
31 Jan 2014
PSB Annual Report
2013
PDF
1306KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/2013-psb-ann-report.pdf
Payments System Board Annual Report 2012
19 Sep 2012
PSB Annual Report
2012
PDF
3384KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/2012-psb-ann-report.pdf
At a Glance
21 Oct 2021
PSB Annual Report
– 2021
https://www.rba.gov.au/publications/annual-reports/psb/2021/
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
To help manage risk, the Bank has implemented the three lines model. ... Risk and Compliance Department typically values these securities based on a pricing model that references prices in the public ABS market.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Our People
27 Oct 2022
RBA Annual Report
– October 2022
The key focus areas of the strategy are:. reinforcing leadership commitment to inclusion, where all leaders show visible, authentic commitment to inclusion and consistently role model inclusive behaviours.
https://www.rba.gov.au/publications/annual-reports/rba/2022/our-people.html
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html
3.2 Our People
19 Oct 2023
RBA Annual Report
– October 2023
Our People | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/our-people.html