Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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The Global Financial Environment
10 Mar 2012
FSR
– March 2012
to more appropriate post-crisis business models and tougher regulatory settings (Graph 1.11).
https://www.rba.gov.au/publications/fsr/2012/mar/global-fin-env.html
Developments in the Financial System Architecture
10 Mar 2009
FSR
– March 2009
other valuation approaches, such as models and expected cash flows.
https://www.rba.gov.au/publications/fsr/2009/mar/dev-sys-arch.html
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
In part, this reflects the adoption of dynamic provisioning models by the major banks, under which through-the-cycle loss estimates for various types of loans are used to determine the
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.html
Developments in the Financial System Infrastructure
10 Mar 2005
FSR
– March 2005
They will then be given to financial institutions, which will model the implications of the scenarios for their own health. ... The options canvassed by the working group included an ‘enhanced home-host supervisory model’ that would build upon the
https://www.rba.gov.au/publications/fsr/2005/mar/dev-fin-sys-infra.html
Box B: Business Failure Risk in the COVID-19 Pandemic – Technical Appendix
8 Oct 2020
FSR
– October 2020
Graph B.8. The firm-level logit model is specified as:. l. o. ... It does not show the conditional relationships that will be captured in the regression model.
https://www.rba.gov.au/publications/fsr/2020/oct/box-b-business-failure-risk-in-the-covid-19-pandemic-technical-appendix.html
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
term viability of a variety of financial structures and business models that had become commonplace over recent years. ... There were also weak incentives for parties in the originate-and-distribute model to properly assess and monitor the
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
Developments in the Financial System Infrastructure
10 Sep 2006
FSR
– September 2006
While these differences may be partly explained by variations in the structure of individual bank balance sheets, they also reflect the very different approaches used by the banks to model their
https://www.rba.gov.au/publications/fsr/2006/sep/dev-sys-infra.html
The Global Financial Environment
10 Mar 2011
FSR
– March 2011
As banks reorient their business models in light of the crisis and forthcoming regulatory changes, they may find it more difficult to achieve the rates of return seen before the crisis.
https://www.rba.gov.au/publications/fsr/2011/mar/global-fin-env.html
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Under the Standardised approach banks use a prescribed set of risk weights, while under the IRB approach banks are authorised to use their own models to determine the key inputs in
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html
The Australian Financial System
10 Mar 2012
FSR
– March 2012
The revised methodology places a greater emphasis on perceived economic and funding imbalances as well as the importance of investment banking to a bank's business model.
https://www.rba.gov.au/publications/fsr/2012/mar/aus-fin-sys.html