Search: RBA
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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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Research Discussion Paper – RDP 2021-07 Macroprudential Limits on Mortgage Products: The Australian Experience. Nicholas Garvin, Alex Kearney and Corrine Rosé. July 2021. 2,356. KB. Supplementary information. banking, financial markets, financial
https://www.rba.gov.au/publications/rdp/2021/2021-07.html
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
The risk environment that led to the policies is described in most detail by RBA (2018). ... the RBA that they were then treating the benchmark as a hard limit.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
Conclusions
1 Jul 2021
RDP
2021-07
This was to some degree intended, because banks were viewed as underpricing the risk inherent in those loans (RBA 2018).
https://www.rba.gov.au/publications/rdp/2021/2021-07/conclusions.html
Data and Variables
1 Jul 2021
RDP
2021-07
11.8. 46.9. 67.8. 86.4. 99.0. 984. Sources: APRA; Authors' calculations; Canstar; RBA. ... Sources: ABS; APRA; Canstar; CoreLogic; RBA. Footnotes. Technically, our data are on approvals rather than commitments, but the 2 concepts are very similar in
https://www.rba.gov.au/publications/rdp/2021/2021-07/data-and-variables.html
Empirical Strategy
1 Jul 2021
RDP
2021-07
RDP 2021-07: Macroprudential Limits on Mortgage Products: The Australian Experience 4. Empirical Strategy. Nicholas Garvin, Alex Kearney and Corrine Rosé. July 2021. Download the Paper 2,356. KB. We identify policy effects with 2 types of panel
https://www.rba.gov.au/publications/rdp/2021/2021-07/empirical-strategy.html
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Research Discussion Paper – RDP 2021-07 Macroprudential Limits on Mortgage Products: The Australian Experience. Nicholas Garvin, Alex Kearney and Corrine Rosé. July 2021. 2,356. KB. Thanks in particular to Bernadette Donovan, Aaron Mehrotra,
https://www.rba.gov.au/publications/rdp/2021/2021-07/sections.html
Other Mortgage Market Outcomes
1 Jul 2021
RDP
2021-07
b) Coefficient estimates from rolling ‘placebo’ regressions, described in text. Sources: APRA; Authors' calculations; RBA. ... Footnotes. The CreditGrth. t. variables are of Australian credit aggregates, taken from RBA Statistical table D1 (available
https://www.rba.gov.au/publications/rdp/2021/2021-07/other-mortgage-market-outcomes.html
References
1 Jul 2021
RDP
2021-07
Kearns J, M Major and D Norman (2020), ‘How Risky is Australian Household Debt?’, RBA Research Discussion Paper No 2020-05. ... RBA (Reserve Bank of Australia) (2018), ‘Assessing the Effects of Housing Lending Policy Measures’, Financial
https://www.rba.gov.au/publications/rdp/2021/2021-07/references.html
Read me
26 Jul 2021
RDP
2021-07
The R scripts are:. Data_pull_and_combine.R: queries bank data from an internal RBA database (SAFFI); reads the SAFFI_itemcode_names.csv file to apply variable names to the ... from RBA Statistical Table D1; and produces the
https://www.rba.gov.au/publications/rdp/2021/2021-07/read-me.html
Policy Effects of the Investor Limit
1 Jul 2021
RDP
2021-07
RBA (2018) notes that this was the first time that banks systematically price differentiated these products, which is consistent with the aggregate data in Figure 1. ... Internal RBA work, summarised in RBA (2018), compares regions' housing price
https://www.rba.gov.au/publications/rdp/2021/2021-07/policy-effects-of-the-investor-limit.html