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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
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
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
A Strategic Plan for the Payments System
6 Jun 2023
Submissions
PDF
539KB
the time when it was created, including a delayed settlement model and a restricted messaging format.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/consultation-on-a-strategic-plan-for-the-payments-system.pdf
Submission to the Inquiry into the Digital Assets (Market Regulation) Bill 2023
1 Jun 2023
Submissions
PDF
248KB
A range of new business models and technologies are emerging in Australia’s payments system,.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/digital-assets-bill-senate-economics-legislation-committee-may-2023.pdf
Proposed Merger Between Armaguard and Prosegur
9 May 2023
Submissions
PDF
107KB
The proposed pricing model in the Revised Undertaking is simpler than originally proposed, which should mean that it is easier to measure and enforce MergeCo’s adherence to the proposed arrangements. ... As was the case with the pricing model that was
https://www.rba.gov.au/publications/submissions/payments-system/pdf/proposed-merger-armaguard-and-prosegur-submission-may-2023.pdf
Proposed Merger Between Armaguard and Prosegur
17 Apr 2023
Submissions
PDF
228KB
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/pdf/proposed-merger-armaguard-and-prosegur-submission-april-2023.pdf
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