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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Developments since the Financial System Inquiry | Submission to the Productivity Commission Inquiry – September 2017 | Financial Sector |…

6 Sep 2017 Submissions
Other competition-focused recommendations included:. developing a national strategy for a federated style model of trusted digital identities. ... supporting data-driven business models through an inquiry into the costs and benefits of increasing data
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system/developments-since-the-financial-system-inquiry.html

Submission to the Inquiry into Housing Affordability and Supply in Australia

20 Sep 2021 Submissions PDF 1496KB
renting. These ‘user-cost’ models suggest that, on the assumption that buyers hold their property for. ... gap. Graph 20. 13 User cost models compare the expected costs of renting versus owning a home, including expected mortgage.
https://www.rba.gov.au/publications/submissions/housing-and-housing-finance/inquiry-into-housing-affordability-and-supply-in-australia/pdf/inquiry-into-housing-affordability-and-supply-in-australia.pdf

Competition, Efficiency and Innovation in Banking | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Model-based approaches can also produce higher risk weights for some institutions and exposures. ... Cross-country differences in cost-to-income ratios may reflect differences in banks' business models.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/competition-efficiency-and-innovation.html

Appendix B: Overseas Supervisory Arrangements | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector |…

6 Sep 1996 Submissions
It concentrates on three main issues:. which countries use the ‘mega-regulator’ model;.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/appendix-b.html

Trends in Lending | Submission to the Inquiry into Competition within the Australian Banking Sector – November 2010 | Financial Sector |…

30 Nov 2010 Submissions
The business models of some of the Australian lenders reliant on it were no longer viable and they either ceased lending or were bought by a larger institution.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-within-australian-banking-sector-2010/trends.html

Executive Summary | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions

6 Sep 1996 Submissions
While there may be some scope for consolidation of supervisory management, the RBA regards the ‘mega-regulator’ model as fundamentally flawed, and would not favour it even if the RBA became ... The financial instability in three of those four
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/executive-summary.html

Some Other Prudential Supervision Issues | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions

6 Sep 1996 Submissions
Australia's arrangements are somewhat unusual by world standards. Most countries follow one of two models. ... This approach is followed by the US, UK and Canada. The second model is to restrict foreign exchange dealings to banks.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/some-other-prudential-supervision-issues.html

Organisation of Prudential Supervision | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions

6 Sep 1996 Submissions
A variety of models exist, operating in the context of different countries' historical, political and cultural circumstances. ... Proponents of the ‘mega-regulator’ model need to explain why they are recommending an approach which has such a poor
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/organisation-of-prudential-supervision.html

Home Ownership Rates | Submission to the Inquiry into Home Ownership June 2015 | Housing and Housing Finance | Submissions

1 Jun 2015 Submissions
In particular, the shift from traditional rules of thumb based on debt-servicing ratios for assessing mortgage serviceability to more sophisticated net income surplus models, discussed in Laker (2007) and elsewhere,
https://www.rba.gov.au/publications/submissions/housing-and-housing-finance/inquiry-into-home-ownership/home-ownership-rates.html

Joint RBA-APRA Submission to the Inquiry into Home Lending Practices and Processes – August 2007 | Housing and Housing Finance | Submissions

8 Aug 2007 Submissions
Joint RBA-APRA Submission to the Inquiry into Home Lending Practices and Processes – August 2007
https://www.rba.gov.au/publications/submissions/housing-and-housing-finance/inquiry-home-loan-lending-practices-and-processes/