Search: financial aggregates
RBA Glossary definition for financial aggregates
financial aggregates – A Reserve Bank of Australia data series specifying measures of the supply of money and credit. It includes some or all of: currency on issue; current deposits with banks; other deposits of the private non-bank sector with banks; borrowings from the private sector by non-bank depository corporations; and credit (loans, advances and bills discounted to the private sector).
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Reactions to financial stress also differ across markets at the borrower (conditional on lender) level. ... Section 2.2 summarises the financial environment in Australia during the period under analysis.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
banking, debt, financial markets, interest rates, money. This paper studies the role of collateral in credit markets under stress. ... In aggregate, collateralised borrowing expands substantially, predominantly collateralised against second-best (but
https://www.rba.gov.au/publications/rdp/2021/2021-01.html
References
20 Jan 2021
RDP
2021-01
Allen F and D Gale (2000), ‘Financial Contagion’, Journal of Political Economy, 108(1), pp 1–33. ... Allen F and D Gale (2009), Understanding Financial Crises, Paperback edn, Clarendon Lectures in Finance, Oxford University Press, Oxford.
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
Further Robustness
20 Jan 2021
RDP
2021-01
the second Monday in September (see Figure 3 for the market aggregates).
https://www.rba.gov.au/publications/rdp/2021/2021-01/further-robustness.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
Figure 3: TED Spread and Loans Outstanding by Market. Daily aggregates during sample (2008) and placebo sample (2006). ... Aside from the aggregate plots of outstanding loans, all the analysis in this paper maintains representativeness across entities.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
Institutional Background and Data
20 Jan 2021
RDP
2021-01
Section 2.2 summarises the financial environment in Australia during the period under analysis. ... The Australian banks include all of the major Australian banks and some smaller Australian financial institutions.
https://www.rba.gov.au/publications/rdp/2021/2021-01/institutional-background-and-data.html