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RBA Glossary definition for RBA

RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.

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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. Michelle Bergmann. July 2020. 1.81. MB. 426. KB. Supplementary information. banking, consumption, debt,
https://www.rba.gov.au/publications/rdp/2020/2020-03.html

What Can Previous Research Tell Us?

22 Jul 2020 RDP 2020-03
Michelle Bergmann
https://www.rba.gov.au/publications/rdp/2020/2020-03/what-can-previous-research-tell-us.html

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. Michelle Bergmann. July 2020. 1,854. KB. I would like to thank Leon Berkelmans, James Bishop, Anthony Brassil
https://www.rba.gov.au/publications/rdp/2020/2020-03/sections.html

Appendix A: Summary Statistics and Variable Definitions

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Table A2: Key Variable Definitions.
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-a.html

Read me

14 Mar 2020 RDP 2020-03
Michelle Bergmann
For information on permitted data users, see https://www.rba.gov.au/securitisations/reporting-guidelines/index.html. For more information on the dataset, see K Fernandes and D Jones (2018), ‘The ... Reserve Bank's Securitisation Dataset’, RBA Bulletin
https://www.rba.gov.au/publications/rdp/2020/2020-03/read-me.html

Introduction

22 Jul 2020 RDP 2020-03
Michelle Bergmann
RDP 2020-03: The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis 1. Introduction. Michelle Bergmann. July 2020. Download the Paper 1,854. KB. Mortgage defaults can have huge personal and financial
https://www.rba.gov.au/publications/rdp/2020/2020-03/introduction.html

References

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Fernandes K and D Jones (2018), ‘The Reserve Bank's Securitisation Dataset’, RBA Bulletin, December, viewed 19 February 2020. ... RBA (2019), ‘Box B: Housing Price Falls and Negative Equity’, Financial Stability Review, April, pp 34–37.
https://www.rba.gov.au/publications/rdp/2020/2020-03/references.html

Supplementary Information for RDP 2020-03: The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. Michelle Bergmann. July 2020. Details of the supplementary information available for this research
https://www.rba.gov.au/publications/rdp/2020/2020-03/supplementary-information.html

Appendix C: Robustness Checks – Multinomial Logit Models

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-c.html

Discussion

22 Jul 2020 RDP 2020-03
Michelle Bergmann
a) Estimate from model excluding the SEIFA variable. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Post-Cox model estimation, at means. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/2020-03/discussion.html