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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Submission to the Senate Select Committee on Financial Technology and Regulatory Technology – December 2019 | Payments System | Submissions

28 Dec 2019 Submissions
For entities that provide payment services to these end users, there are a number of ways to access the central infrastructure, each of which caters for different business models and objectives. ... It argued that a variation to this approach would
https://www.rba.gov.au/publications/submissions/payments-system/financial-and-regulatory-technology/index.html

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 447KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/our-people.pdf

Reserve Bank of Australia Annual Report 2023

8 Feb 2024 RBA Annual Report - 2023 PDF 641KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/international-financial-cooperation.pdf

Governor's Foreword

9 Aug 2023 RBA Annual Report - 2022 PDF 150KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/governors-foreword.pdf

Payments System Regulation and Policy Issues

27 Sep 2023 PSB Annual Report – September 2023
Payments System Regulation and Policy Issues | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/payments-system-regulation-and-policy-issues.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

Risk Management

21 Oct 2021 RBA Annual Report – 2021
Management of these risks is the responsibility of all staff. In particular, the Bank has implemented the ‘three lines model’. ... Risk and Compliance Department values these securities based on a pricing model that references prices in the public
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html

RBA submission to Defining payment functions consultation - July 2023

16 Jan 2024 Submissions PDF 445KB
technology, market structures and business models.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-defining-payment-functions-consultation-july-2023.pdf

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
Higher market volatility over the past year has resulted in a reduction in the performance of initial margin models under these coverage tests, with the frequency of breaches increasing. ... These breaches are an indicator for CCPs to review their margin
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

The Bank's Services and other Activities

9 Mar 2023 RBA Annual Report – 1989
In 1988/89, projects supported included modelling of foreign exchange markets and a short-run forecasting model of the Australian economy.
https://www.rba.gov.au/publications/annual-reports/rba/1989/banks-services.html