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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Box D: Stress Testing at the Reserve Bank
10 Feb 2020
FSR
October 2017
PDF
638KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/box-d.pdf
Resilience of the Australian Financial System
6 Oct 2023
FSR
– October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
List of tables
10 Sep 2004
FSR
– September 2004
a) Value at risk (VaR) calculated using a 99 per cent confidence interval and one-day holding period. ... VaR in their recent financial statements.
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
Household and Business Finances
8 Apr 2022
FSR
– April 2022
Estimates using a model of the housing market that takes into account historical relationships between interest rates and both demand and supply factors suggest that a 200 basis point increase in ... For further details on the model specification, see
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html
Box A: Bank Restructuring Challenges: A Case Study of Italy
10 Feb 2020
FSR
- April 2017
PDF
615KB
https://www.rba.gov.au/publications/fsr/2017/apr/pdf/box-a.pdf
3. Resilience of the Australian Financial System
9 Oct 2023
FSR
- October 2023
PDF
607KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/03-australian-financial-system.pdf
Box E: The 2018 Financial Sector Assessment Program (FSAP) Review of Australia
12 Apr 2019
FSR
– April 2019
By using a common approach (such as applying its own stress testing model), the IMF can compare local frameworks to global best practices. ... A key element of an FSAP review is a stress test of the domestic banking system, using the IMF's ‘top down’
https://www.rba.gov.au/publications/fsr/2019/apr/box-e.html