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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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
frictions in investing. This could, for example, reflect declining credit supply, or increasing financial. ... This provides some evidence that increasing financing frictions and decreasing credit supply do not.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Read me file for Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Adminstrative Data
13 Feb 2024
RDP
PDF
206KB
RDP 2024-01 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-01/rdp-2024-01-read-me.pdf
The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
13. than cards (MasterCard 2014); or the costs to individuals experiencing credit stress from credit cards. ... Costs directly related to payment activities are also lower, with the exception of MasterCard & Visa credit cards.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
Read me file for Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
10 Dec 2023
RDP
PDF
160KB
RDP 2023-09 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-09/rdp-2023-09-read-me.pdf
Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
Credit rationing on a non-price basis was an important part of the adjustment process. ... the lending aggregate which, in turn, grew at a lower rate than credit.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf
How Australians Pay: Evidence from the 2016 Consumer Payments Survey
24 Jul 2017
RDP
PDF
1438KB
for consumers to use higher-cost credit cards (Simon, Smith and West 2009). ... Most important reason, by age, 2016. Note: Per cent of credit card holders.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-04.pdf
Non-technical summary for 'Credit Spreads, Monetary Policy and the Price Puzzle'
24 Jan 2020
RDP
PDF
458KB
RDP 2020-01 non-technical summary
https://www.rba.gov.au/publications/rdp/2020/2020-01/rdp-2020-01-non-technical-summary.pdf
Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
The Evolving Structure of the Australian Financial System
1 Dec 2009
RDP
PDF
129KB
2 The main groups are banks, merchant banks, finance companies, building societies, credit. ... demand for credit played a role in both episodes, with these institutions being activelenders at the more speculative end of the risk spectrum.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9605.pdf
The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
PDF
1761KB
LENDING CREDIT :. 6. 4. 2. 0. -2rtmmmmnmmmnmmmmrlmmmnn+-2 1968 1971 1974 1977 1980. ... It suggests that the broader lending and credit aggregates do lag nominal demand.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf