Search: credit risk/exposure
RBA Glossary definition for credit risk/exposure
credit risk/exposure – The risk that a counterparty will not settle an obligation for full value, either when due or thereafter. In 'exchange-for-value' systems, the risk is generally defined to include replacement risk (the risk of having to replace a contract at a potentially unfavourable price) and principal risk.
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Relationships between Money, Credit and Activity
1 Jan 1988
RDP
8803
Relationships between Money, Credit and Activity. Michele Bullock, Glenn Stevens and Susan Thorp. ... The availability of credit can also be affected by regulation of the credit market.
https://www.rba.gov.au/publications/rdp/1988/8803/relationships-between-money-credit-and-activity.html
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Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
literature is the potential for local inequality to affect indebtedness and credit allocation. ... for credit (Cox and Jappelli 1993; Duca and Rosenthal 1993; Browning, Gørtz and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
possible estimates of credit risk during a period of stress in Australia. ... such as through the credit rating agencies’ ratings criteria. For example, the Securitisation Dataset.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey. ... The Effect of Credit Constraints on Housing Prices:(Further) Evidence from a Survey Experiment.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
There is a large literature examining the effects of financing frictions and credit availability on firm investment and growth (e.g. ... For example, a cash flow positive firm with large financing needs would still be affected by a decline in credit
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
frictions in investing. This could, for example, reflect declining credit supply, or increasing financial. ... This provides some evidence that increasing financing frictions and decreasing credit supply do not.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Appendix A: The Specification of the Core Models
31 Dec 1977
RDP
1977-07
14c. average weekly earnings. Variables endogenous to both models:. C. domestic credit. ... dummy variable for capital outflow 1975(4). QS. dummy variable for credit squeeze, 1961, 1973.
https://www.rba.gov.au/publications/rdp/1977/7707/appendix-a.html
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Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
Research Discussion Paper – RDP 2024-02 Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. April 2024. 1.55. MB. 146. KB. Supplementary
https://www.rba.gov.au/publications/rdp/2024/2024-02.html
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The Algorithm
15 Dec 2016
RDP
2016-11
Table 1: A Hypothetical Example of Credit-facility Lending. Simple interest, 5.475 per cent annualised interest rate. ... The bigger issue for the credit-facility algorithm is erroneous exclusion from the sample (i.e.
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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Read me file for Credit Spreads, Monetary Policy and the Price Puzzle
24 Jan 2020
RDP
PDF
500KB
RDP 2020-01 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-01/rdp-2020-01-read-me.pdf