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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Payments System Board Annual Report 2013
31 Jan 2014
PSB Annual Report
2013
PDF
1306KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/2013-psb-ann-report.pdf
Payments System Board Annual Report 2012
19 Sep 2012
PSB Annual Report
2012
PDF
3384KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/2012-psb-ann-report.pdf
Payments System Board Annual Report 2012 - Regulatory Developments in Retail Payments
14 Sep 2012
PSB Annual Report
2012
PDF
358KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/reg-dev-ret-pay.pdf
Regulatory Developments in Retail Payments
10 Sep 2012
PSB Annual Report
– 2012
in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html
Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996
31 Dec 1996
Annual Report
In calculating capital requirements for market risk, banks will have the option of using either a “standard measurement” approach, or their own risk management models. ... The major banks now publish “value at risk” (VAR) figures, which are
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
358KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/banking-and-payment-services.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf
Reserve Bank of Australia Annual Report 2023
8 Feb 2024
RBA Annual Report
- 2023
PDF
641KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/international-financial-cooperation.pdf
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html