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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Risk Management

12 Apr 2020 RBA Annual Report – 2020
Hence, Risk and Compliance Department values these securities based on a pricing model that references prices in the public RMBS market.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

Supervision of Clearing and Settlement Facilities

9 Oct 2015 PSB Annual Report – 2015
The Bank recommended that ASX further refine and integrate model validation into its risk management framework. ... Credit risk model testing and validation: The Bank expects CME to finalise and implement model testing and validation for its margin,
https://www.rba.gov.au/publications/annual-reports/psb/2015/supervision-of-clearing-and-settlement-facilities.html

Governor's Foreword

27 Oct 2022 RBA Annual Report – October 2022
More broadly, the payments landscape is changing rapidly with new technologies and business models.
https://www.rba.gov.au/publications/annual-reports/rba/2022/governors-foreword.html

2.6 Communication and Community Engagement

19 Oct 2023 RBA Annual Report – October 2023
Communication and Community Engagement | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/communication-and-community-engagement.html

Section 4: Appendices

29 Sep 2006 Equity & Diversity Annual Report – 2006
Equity & Diversity Annual Report 2006-Section 4: Appendices
https://www.rba.gov.au/publications/annual-reports/ead/2006/s4.html

Note 14 | Financial Statements

31 Aug 2007 RBA Annual Report – 2007
The expected overall rates of returns are based on the actuaries’ models of returns for major asset classes and reflect the historic rates of return and volatility for each class and
https://www.rba.gov.au/publications/annual-reports/rba/2007/fin-statements/note-14.html

Annual Performance Statement for 2021/22

27 Oct 2022 RBA Annual Report – October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html

Credit and Charge Cards

20 Sep 2005 PSB Annual Report – 2005
In particular, the fall in interchange revenue has encouraged issuers to re-evaluate their business models.
https://www.rba.gov.au/publications/annual-reports/psb/2005/credit.html

Note 14 | Financial Statements

4 Sep 2008 RBA Annual Report – 2008
The expected overall rates of returns are based on the actuaries' models of returns for major asset classes and reflect the historic rates of return and volatility for each class and
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-14.html

Note 14 | Financial Statements

20 Aug 2009 RBA Annual Report – 2009
The expected overall rates of returns are based on the actuaries' models of returns for major asset classes and reflect the historic rates of return and volatility for each class and
https://www.rba.gov.au/publications/annual-reports/rba/2009/fin-statements/note-14.html