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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Inventory Investment and Short-term Credit Conditions
31 Dec 2013
RDP
2013-13
Inventory Investment and Short-term Credit Conditions. Gianni La Cava. November 2013 – ISSN 1320-7229 (Print), ISSN 1448-5109 (Online). ... There is now extensive empirical research at the firm-level suggesting that credit constraints do affect
https://www.rba.gov.au/publications/rdp/2013/2013-13/inventory-investment-short-term.html
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Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
Such screening effects can lead to an inefficient allocation of credit and entrench inequality. ... Results for car debt paint a similar picture, with households that are not liquidity or credit constrained and are willing to take financial risk
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
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The Evolving Structure of the Australian Financial System
1 Dec 2009
RDP
PDF
129KB
2 The main groups are banks, merchant banks, finance companies, building societies, credit. ... demand for credit played a role in both episodes, with these institutions being activelenders at the more speculative end of the risk spectrum.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9605.pdf
The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
PDF
1761KB
LENDING CREDIT :. 6. 4. 2. 0. -2rtmmmmnmmmnmmmmrlmmmnn+-2 1968 1971 1974 1977 1980. ... It suggests that the broader lending and credit aggregates do lag nominal demand.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf
References
19 Dec 2023
RDP
2023-09
Beckers B (2020), ‘Credit Spreads, Monetary Policy and the Price Puzzle’, RBA Research Discussion Paper No 2020-01. ... Bernanke BS and M Gertler (1995), ‘Inside the Black Box: The Credit Channel of Monetary Policy Transmission’, Journal of
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html
Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
Credit rationing on a non-price basis was an important part of the adjustment process. ... the lending aggregate which, in turn, grew at a lower rate than credit.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf
Appendix: Data Sources and Methods
1 Nov 1990
RDP
9008
July 1987: The inclusion of Primary Industries Bank of Australia added to credit. ... The monthly growth rates of credit were adjusted in the month of each break.
https://www.rba.gov.au/publications/rdp/1990/9008/appendix.html
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The Changing Way We Pay: Trends in Consumer Payments
4 Feb 2015
RDP
PDF
1225KB
degree of error around the data when split between debit and credit cards. ... Used at least once Used most often. Debit card(contact). Credit card(contact).
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-05.pdf
Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data
13 Feb 2024
RDP
PDF
206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
changes in credit risk (determined by changes in capital adequacy) and a zero lower bound. ... conditions (Brassil et al 2018). But increases in credit risk would increase banks’ cost of debt funding.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf