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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Domestic Regulatory Developments
7 Oct 2022
FSR
– October 2022
Given that Australia already has modern and well-functioning payment and settlement systems, this research will focus on innovative use cases and business models that could be supported by the issuance
https://www.rba.gov.au/publications/fsr/2022/oct/regulatory-developments.html
Box D: Stress Testing and Australian Bank Resilience
7 Oct 2022
FSR
– October 2022
Figure D.1 presents a simplified diagram of the general model dynamics. Figure D.1: Stress Testing Model Dynamics. ... Interest rates do not have a direct impact on credit losses in the model, rather the effect is indirect.
https://www.rba.gov.au/publications/fsr/2022/oct/box-d-stress-testing-and-australian-bank-resilience.html
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 Financial Environment
8 Apr 2022
FSR
– April 2022
The European Central Bank (ECB) has increased overall capital requirements marginally for banks in the euro area, and reiterated concerns over some banks' internal governance, risk management, business models or capital
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html
Household and Business Finances in Australia
8 Oct 2021
FSR
– October 2021
User-cost models, which compare the relative costs of owning versus renting a property (and so take into account a range of factors including the decline in interest rates), suggest housing
https://www.rba.gov.au/publications/fsr/2021/oct/household-business-finances-in-australia.html
Domestic Regulatory Developments
8 Oct 2021
FSR
– October 2021
With financial technologies and business models continuing to evolve, a priority for both the government and CFR members has been to ensure that regulatory frameworks continue to encourage innovation, while maintaining
https://www.rba.gov.au/publications/fsr/2021/oct/regulatory-developments.html
Box A: Australian Financial Regulators' Actions on Climate Change-related Risks
8 Oct 2021
FSR
– October 2021
to understand how banks could adjust their business models and implement management actions in response to the different scenarios.
https://www.rba.gov.au/publications/fsr/2021/oct/box-a-australian-financial-regulators-actions-on-climate-change-related-risks.html
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
The Australian Financial System
8 Apr 2021
FSR
– April 2021
Consistent with this, the RBA's reverse stress testing model implies that it would take a recession comparable to the Great Depression for CET1 capital ratios to fall below ... The revised expectations place a greater focus on the longer-term
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Domestic Regulatory Developments
8 Apr 2021
FSR
- April 2021
PDF
260KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/04-regulatory-developments.pdf