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RBA Glossary definition for balance of payments

balance of payments – A summary of the economic transactions between residents of one country and residents of other countries.

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Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
which the results for each bank only vary based on their balance sheet structure. ... 3. Credit Loss Modelling. The main way in which macroeconomic downturns affect banks' balance sheets is through increased credit losses.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
ICRs are defined as total interest payments divided by profits, and have historically been the best predictor of future default.). ... The bad debt charge is then calculated as net write-offs plus the increase in the loan loss provision balance.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html

Model Framework

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
However, end-period capital ratios and revised total asset values have consequences for the next period that go beyond just updating the starting balance sheet. ... warranted by changes in the size of their balance sheet; and they are not permitted to
https://www.rba.gov.au/publications/rdp/2022/2022-03/model-framework.html

Capital and Asset Growth

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
If a bank makes a profit in the period, but its CET1 ratio is below the threshold for unconstrained dividend payments, then it pays a constrained dividend. ... IRB banks are allowed to use internal estimates of PDs and LGDs to determine risk weights for
https://www.rba.gov.au/publications/rdp/2022/2022-03/capital-and-asset-growth.html