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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Note 14 – Superannuation Funds | Financial Statements

25 Oct 2010 RBA Annual Report – 2010
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/2010/fin-statements/note-14.html

Oversight of Clearing and Settlement Facilities

11 Sep 2008 PSB Annual Report – 2008
consideration should be given by ASX to enhancing the existing batch settlement model;. ... Neither ASX nor market participants are persuaded of the need to move to trade-by-trade settlement, citing in particular the high cost of transition to a new
https://www.rba.gov.au/publications/annual-reports/psb/2008/oversight.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Reform of the Australian Payments System

11 Nov 2004 PSB Annual Report – 2004
In practice, this has not proved to be possible. Current models of payment systems are not sufficiently advanced to be applied in this way, and the data available are insufficient for ... use in even those simple models that are available.
https://www.rba.gov.au/publications/annual-reports/psb/2004/reform.html

Accountability and Communication

20 Aug 2009 RBA Annual Report – 2009
Banking Conference; the Norges Bank's Research Conference on Payment Systems; and the Reserve Bank of New Zealand's Workshop on Nowcasting with Model Combination.
https://www.rba.gov.au/publications/annual-reports/rba/2009/accountability.html

Communication and Community Engagement

27 Oct 2022 RBA Annual Report – October 2022
bond purchases; the effect of corporate sentiment on investment; and extensions to the Banks Macroeconomic Model. ... In terms of advocacy of economics, a six-part Explore Economics video series was produced to provide role models for students at both
https://www.rba.gov.au/publications/annual-reports/rba/2022/communication-and-community-engagement.html

Currency

25 Oct 2010 RBA Annual Report – 2010
Notwithstanding the success of these auctions, the Bank considered a number of alternative models.
https://www.rba.gov.au/publications/annual-reports/rba/2010/currency.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
As a result, the Bank uses an internal valuation model for self-securitised RMBS based on observed market prices of similarly structured RMBS; this internal model has been reviewed externally.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

Oversight of Clearing and Settlement Facilities

25 Oct 2010 PSB Annual Report – 2010
In June 2010, ASX released a further consultation document setting out a proposed margining model.
https://www.rba.gov.au/publications/annual-reports/psb/2010/oversight.html

Note 14 | Financial Statements

28 Aug 2006 RBA Annual Report – 2006
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/2006/fin-statements/note-14.html