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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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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
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
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
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
Submission to the Australian Competition and Consumer Commission – April 2024 | Submissions Payments System
23 Apr 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
Australian Banking Association – Application for Authorisation AA1000664
23 Apr 2024
Submissions
PDF
113KB
3. 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
https://www.rba.gov.au/publications/submissions/payments-system/accc-on-aba-cash-in-transit-application-04-2024/pdf/submission-to-accc-on-aba-cash-in-transit-application-april-2024.pdf
Australian Banking Association (cash-in-transit initiatives)
22 Jan 2024
Submissions
PDF
102KB
Submission to the ACCC
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submisssion-to-accc-on-aba-cash-in-transit-authorisation-jan-2024.pdf
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
Commonwealth of Australia: In the Australian Competition Tribunal – April 2004 | Payments System | Submissions
13 Jun 2023
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