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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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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

Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996

31 Dec 1996 Annual Report
In calculating capital requirements for market risk, banks will have the option of using either a “standard measurement” approach, or their own risk management models. ... The major banks now publish “value at risk” (VAR) figures, which are
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html

Regulatory Developments in Retail Payments

10 Sep 2012 PSB Annual Report – 2012
in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html

Payments System Board Annual Report 2012 - Regulatory Developments in Retail Payments

14 Sep 2012 PSB Annual Report 2012 PDF 358KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/reg-dev-ret-pay.pdf

Hedge Funds, Financial Stability and Market Integrity

14 May 2002 Submissions PDF 86KB
While the VaR is a useful summary measure, it can hide a variety of risks. ... To whom should information be disclosed? If institutions are to disclose information such as large positions relative to the market, theirVaR, the results of stress tests and
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/pdf/hedge-funds-financial-stability-and-market-integrity.pdf

Payments System Board Annual Report 2012

19 Sep 2012 PSB Annual Report 2012 PDF 3384KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/2012-psb-ann-report.pdf

Payments System Board Annual Report 2013

31 Jan 2014 PSB Annual Report 2013 PDF 1306KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/2013-psb-ann-report.pdf

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

Submission to the Financial System Inquiry March 2014

10 Nov 2017 Submissions PDF 3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf