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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Developments and Innovation in the Payments System | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…

1 Mar 2014 Submissions
Submission to the Financial System Inquiry 8. Developments and Innovation in the Payments System. Download 3.1. MB. A safe, competitive and efficient payments system is essential to support the day-to-day business of the Australian economy.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/developments-and-innovation.html

Conclusion | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions

1 Mar 1999 Submissions
markets. This set of information might include details of large positions relative to the market, various measures of VaR, stress tests and measure of the performance of the VaR models.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/conclusion.html

Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions

1 Mar 1999 Submissions
One option is for institutions to disclose the assumptions underlying the VaR calculation. ... If institutions are to disclose information such as large positions relative to the market, their VaR, the results of stress tests and VaR model performance,
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html

Inquiry into Mobile Payment and Digital Wallet Financial Services – July 2021 | Payments System | Submissions

8 May 2024 Submissions
This submission provides an overview of the digital wallet market in Australia, discusses the technologies involved in digital wallets and describes some of the features of the business models adopted by ... These differences may have implications for
https://www.rba.gov.au/publications/submissions/payments-system/inquiry-into-mobile-payment-and-digital-wallet-financial-services/index.html

Commonwealth of Australia: In the Australian Competition Tribunal – April 2004 | Payments System | Submissions

8 May 2024 Submissions
As discussed above, theoretical models are not sufficiently advanced to calculate the ‘optimal’ interchange fee in a world with multiple payment instruments.
https://www.rba.gov.au/publications/submissions/payments-system/au-competition-tribunal/index.html

Proposed Merger Between Armaguard and Prosegur – April 2023 | Responses and Options Paper

8 May 2024 Submissions
the in-perpetuity nature of the Proposed Undertaking. This approach provides no scope to review or adjust the pricing model or service levels over time. ... the proposed pricing model. This model seeks to protect the revenue base of the merged entity and
https://www.rba.gov.au/publications/submissions/payments-system/proposed-merger-armaguard-and-prosegur-submission-april-2023/index.html

Submission to Payments System Review – January 2021 | Responses and Options Paper

8 May 2024 Submissions
Submissions – Payments System Submission to Payments System Review. Submission to the Review of the Australian Payments System. January 2021. Download the complete Submission 1.12. MB. The Bank considers that the existing regulatory arrangements
https://www.rba.gov.au/publications/submissions/payments-system/submission-to-payments-system-review-01-2021/index.html

Proposed merger between Armaguard and Prosegur – October 2022 | Responses and Options Paper

8 May 2024 Submissions
Table 1: Stylised Models of the CIT Industry. Model 1 Traditional CIT model. ... Model 2 CIT as a handler model. Model 3 CIT as an agent model.
https://www.rba.gov.au/publications/submissions/payments-system/proposed-merger-armaguard-and-prosegur-submission-october-2022/index.html

Submission to the Australian Competition and Consumer Commission – April 2024 | Submissions Payments System

8 May 2024 Submissions
Long-term solutions. The RBA is also chairing a Long-term Solutions Working Group that is considering options to promote a sustainable model for cash distribution in Australia. ... The Working Group will consider a range of possible models for banknote
https://www.rba.gov.au/publications/submissions/payments-system/accc-on-aba-cash-in-transit-application-04-2024/index.html

Submission to the Senate Inquiry into Matters Relating to Credit Card Interest Rates-Credit cards as sources of credit

8 May 2024 Submissions
to assume that banks’ risk models expect lower loss rates for some account holders and higher rates for others, for example borrowers who have tended to be revolvers.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-matters-relating-to-credit-card-interest-rates-2015-08/credit-cards-source-of-credit.html