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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Reserve Bank of Australia Annual Report 2023
17 Oct 2023
RBA Annual Report
- 2023
PDF
333KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/management-of-the-reserve-bank.pdf
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/annual-performance-statement.pdf
Payments System Board Annual Report 2004 - Reform of the Australian Payments System
22 Sep 2005
PSB Annual Report
2004
PDF
49KB
https://www.rba.gov.au/publications/annual-reports/psb/2004/pdf/reform.pdf
Annual Performance Statement
9 Aug 2023
RBA Annual Report
- 2022
PDF
186KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/annual-performance-statement.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
1078KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/communication-and-community-engagement.pdf
2.6 Communication and Community Engagement
19 Oct 2023
RBA Annual Report
– October 2023
Communication and Community Engagement | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/communication-and-community-engagement.html
Note 1 – Accounting Policies
17 Oct 2019
RBA Annual Report
– 2019
AASB 9 has amended the assessment criteria for the classification of financial assets and introduced a new expected credit loss model for assessing impairments arising from the deterioration in credit quality
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-1.html
Supervision of Clearing and Settlement Facilities
9 Oct 2015
PSB Annual Report
– 2015
The Bank recommended that ASX further refine and integrate model validation into its risk management framework. ... Credit risk model testing and validation: The Bank expects CME to finalise and implement model testing and validation for its margin,
https://www.rba.gov.au/publications/annual-reports/psb/2015/supervision-of-clearing-and-settlement-facilities.html
Risk Management
12 Apr 2020
RBA Annual Report
– 2020
Hence, Risk and Compliance Department values these securities based on a pricing model that references prices in the public RMBS market.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html