Search: credit risk/exposure
RBA Glossary definition for credit risk/exposure
credit risk/exposure – The risk that a counterparty will not settle an obligation for full value, either when due or thereafter. In 'exchange-for-value' systems, the risk is generally defined to include replacement risk (the risk of having to replace a contract at a potentially unfavourable price) and principal risk.
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Appendix A: Pass-through Lower Bound in BA-MARTIN
21 Dec 2022
RDP
2022-08
︸. Effect of. credit growth . on capital ratio. ]. d. r. D. ,. t. d. ... From Equation (9) in Brassil et al (2022), changes in banks' capital ratios can be decomposed into changes in their equity, credit growth and changes to their risk weights.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
11 Dec 2023
RDP
2023-09
Research Discussion Paper – RDP 2023-09 Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE. Gulnara Nolan, Jonathan Hambur and Philip Vermeulen. December 2023. Supplementary information. investment,
https://www.rba.gov.au/publications/rdp/2023/2023-09.html
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Card Payments
27 Nov 2023
RDP
2023-08
For consumers aged over 40 the share of payments using credit cards increased significantly. ... Figure 19: Change in Share by Number of Debit and Credit Card Payments.
https://www.rba.gov.au/publications/rdp/2023/2023-08/card-payments.html
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MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
18 Jan 2022
RDP
2022-01
Funding spreads are determined by offshore funding markets (as in Brassil et al (2018)), changes in credit risk (determined by changes in capital adequacy) and a zero lower bound (ZLB) for ... As in Major (2016), we model increases in credit risk as
https://www.rba.gov.au/publications/rdp/2022/2022-01/full.html
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Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
14 Sep 2020
RDP
2020-06
Figure 15: Perceived Effect of Credit Card Ownership. Share of credit card owner respondents. ... Overall, how do you see the benefits and costs of owning your [credit] card?’.
https://www.rba.gov.au/publications/rdp/2020/2020-06/full.html
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Relationships between Money, Credit and Activity
1 Jan 1988
RDP
8803
Relationships between Money, Credit and Activity. Michele Bullock, Glenn Stevens and Susan Thorp. ... The availability of credit can also be affected by regulation of the credit market.
https://www.rba.gov.au/publications/rdp/1988/8803/relationships-between-money-credit-and-activity.html
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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
There is a large literature examining the effects of financing frictions and credit availability on firm investment and growth (e.g. ... For example, a cash flow positive firm with large financing needs would still be affected by a decline in credit
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Appendix A: The Specification of the Core Models
31 Dec 1977
RDP
1977-07
14c. average weekly earnings. Variables endogenous to both models:. C. domestic credit. ... dummy variable for capital outflow 1975(4). QS. dummy variable for credit squeeze, 1961, 1973.
https://www.rba.gov.au/publications/rdp/1977/7707/appendix-a.html
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Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
Research Discussion Paper – RDP 2024-02 Valuing Safety and Privacy in Retail Central Bank Digital Currency. Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney. April 2024. 1.55. MB. 146. KB. Supplementary
https://www.rba.gov.au/publications/rdp/2024/2024-02.html
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The Algorithm
15 Dec 2016
RDP
2016-11
Table 1: A Hypothetical Example of Credit-facility Lending. Simple interest, 5.475 per cent annualised interest rate. ... The bigger issue for the credit-facility algorithm is erroneous exclusion from the sample (i.e.
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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