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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Overview

6 Apr 2023 FSR – April 2023
Overview | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/overview.html

5.4 Focus Topic: Interest Rate Risk

6 Oct 2023 FSR – October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html

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

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

Box A: Effects of Low Yields on Life Insurers and Pension Funds

15 Oct 2015 FSR October 2015 PDF 150KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/box-a.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

Resilience of Australian Households and Businesses

22 Mar 2024 FSR – March 2024
Resilience of Australian Households and Businesses | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-australian-households-and-businesses.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

Financial Stability Review

25 Apr 2023 FSR - April 2023 PDF 4493KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/financial-stability-review-2023-04.pdf

5.4 Focus Topic: Interest Rate Risk

9 Oct 2023 FSR - October 2023 PDF 276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.pdf