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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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2.5 International Financial Cooperation
19 Oct 2023
RBA Annual Report
– October 2023
International Financial Cooperation | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/international-financial-cooperation.html
2.1 Annual Performance Statement for 2022/23
19 Oct 2023
RBA Annual Report
– October 2023
Annual Performance Statement for 2022/23 | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/annual-performance-statement.html
The Bank's Services and other Activities
9 Mar 2023
RBA Annual Report
– 1989
In 1988/89, projects supported included modelling of foreign exchange markets and a short-run forecasting model of the Australian economy.
https://www.rba.gov.au/publications/annual-reports/rba/1989/banks-services.html
Oversight of Clearing and Settlement Facilities
12 Sep 2014
PSB Annual Report
– 2014
In its 2012/13 Assessment, the Bank made a number of recommendations for enhancements to the ASX CCPs' model validation approach. ... introducing reverse stress testing. engaging external experts for a three-year period to undertake a comprehensive
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-clearing-set.html
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Management of these risks is the responsibility of all staff. In particular, the Bank has implemented the ‘three lines model’. ... Risk and Compliance Department values these securities based on a pricing model that references prices in the public
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Payments System Regulation and Policy Issues
27 Sep 2023
PSB Annual Report
– September 2023
Payments System Regulation and Policy Issues | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/payments-system-regulation-and-policy-issues.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
About the Payments System Board
27 Sep 2023
PSB Annual Report
– September 2023
About the Payments System Board | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/about-the-payments-system-board.html
Note 1 – Accounting Policies
17 Oct 2019
RBA Annual Report
– 2019
AASB 9 has amended the assessment criteria for the classification of financial assets and introduced a new expected credit loss model for assessing impairments arising from the deterioration in credit quality
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-1.html