Search: lending and credit aggregates
RBA Glossary definition for lending and credit aggregates
lending and credit aggregates – Reserve Bank of Australia measures of lending and credit made available to the private non-finance sector (including public trading enterprises) or, the government sector by those financial intermediaries whose liabilities are included in broad money. Broad money is defined as currency plus bank current deposits of the private non-bank sector, plus all other bank deposits of the private non-bank sector plus borrowings from the private sector by non-bank financial intermediaries (NBFIs), less the latter's holdings of currency and bank deposits.
Search Results
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
to 3.3 explain how the credit losses are estimated within the model for residential mortgages, business and commercial real estate lending, and other lending. ... Figure 4: Business Lending Probability of Default Model. The first step in modelling PDs on
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
Business credit line drawdown ($). Derived. Write-off. Write-offs ($). Derived. Provisions. ... The dollar amount of credit line drawdowns (CLD ) for each bank is determined by each bank's available credit limits for business lending and a parameter
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
to 3.3 explain how the credit losses are estimated within the model for residential mortgages, business and commercial real estate lending, and other lending. ... Figure 4: Business Lending Probability of Default Model. The first step in modelling PDs on
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html