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.
Search Results
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
To establish aconnection between MP and credit markets, models must have features by which MP impacts credits. ... However, reductions in intermediary net worth can reduce the supply of money andthereby increase exposure to idiosyncratic risk.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
PDF
1594KB
This is one of. the main value propositions of a CBDC, since money issued by the RBA has no credit risk. ... household internet access, and credit card usage. The survey asked 9,100 Australians to join via.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
tax profits. Collectively, these components (net interest income and credit losses, along with the. ... portfolios to overall credit risk. Since banks are required by accounting standards to provision for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
age, sex, household income, state of residence, credit card ownership and internet access (where. ... of payments using credit cards increased significantly. However, consumers aged under 40 used.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
The. extent to which banks reduce their exposure to this risk by hedging will impact their sensitivity to. ... lending as the improved economic outlook translates into lower credit risk.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Asset Prices, Credit Constraints, and Macroeconmoic Fluctuations
2 Dec 2009
Research Workshop
PDF
368KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/zha.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
firms with access to international capital markets may be relatively more exposed to overseas credit. ... Gertler 1995) – or more generally by influencing firms’ cash flow and liquidity constraints, or credit.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
OPTIMAL MONETARY POLICY WITH ENDOGENOUS CAPITAL AND A CREDIT FRICTION
15 Dec 2011
Research Workshop
PDF
406KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/hansen.pdf
Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
2 Oct 2018
RDP
PDF
1746KB
consumers? 2. Do behavioural biases appear to affect consumers’ choice of credit card? ... most recent credit card statement in answering the questionnaire. Second, reliance on self-.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-11.pdf