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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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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
Annual Performance Statement for 2021/22
27 Oct 2022
RBA Annual Report
– October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html
Management of the Reserve Bank
9 Aug 2023
RBA Annual Report
- 2022
PDF
143KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/management-of-the-reserve-bank.pdf
Payments System Board Annual Report 2011 - Oversight of Clearing and Settlement Facilities
20 Sep 2011
PSB Annual Report
2011
PDF
569KB
https://www.rba.gov.au/publications/annual-reports/psb/2011/pdf/oversight.pdf
About the Payments System Board
8 Oct 2023
PSB Annual Report
- 2023
PDF
829KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/about-the-payments-system-board.pdf
Payments System Board Annual Report 2003 - The Australian Payments System
22 Sep 2005
PSB Annual Report
2003
PDF
126KB
https://www.rba.gov.au/publications/annual-reports/psb/2003/pdf/au-payments.pdf
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
Film RB A/R 98 EDITORIAL
1 Sep 1998
Annual Report
PDF
166KB
Banks maycalculate this requirement using either a standard method or, subject to theagreement of the supervisor, their own risk-measurement models; in the lattercase, banks must meet stringent criteria regarding their ... By June 1998, the Reserve Bank
https://www.rba.gov.au/publications/annual-reports/rba/1998/pdf/surveillance.pdf
Communication and Community Engagement
9 Aug 2023
RBA Annual Report
- 2022
PDF
1131KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/communication-and-community-engagement.pdf
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html