Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Box C: Equity Raisings and Company Gearing
23 Sep 2009
FSR
- September 2009
PDF
141KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/box-c.pdf
Box A: Banks' Provisioning
10 Sep 2009
FSR
– September 2009
The rise in individual provisions against business loans was partly the result of the difficulties experienced by a small number of companies with complicated and/or highly leveraged business models that ... This model would take factors that affect
https://www.rba.gov.au/publications/fsr/2009/sep/box-a.html
Resilience of the Australian Financial System
22 Mar 2024
FSR
– March 2024
Resilience of the Australian Financial System | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-the-australian-financial-system.html
The Global Financial Environment
6 Apr 2023
FSR
– April 2023
The Global Financial Environment | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/global-financial-environment.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
Box B: Australian Major Banks’ Cost-to-income Ratios
23 Sep 2014
FSR
September 2014
PDF
451KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/box-b.pdf
Box B: Australian Major Banks' Cost-to-income Ratios
10 Sep 2014
FSR
– September 2014
their business models away from those activities somewhat, consistent with the better performance and efficiency of banks with a more commercial banking model. ... Settlements. The New Zealand subsidiaries have similar business models to their Australian
https://www.rba.gov.au/publications/fsr/2014/sep/box-b.html
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
The Australian Financial System
9 Oct 2020
FSR
– October 2020
Graph 3.6. The stress test model highlights several characteristics of the sensitivity of banks' capital to macroeconomic outcomes:. ... Capital losses in the model accelerate as the assumed shock to the economy deepens.
https://www.rba.gov.au/publications/fsr/2020/oct/australian-financial-system.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