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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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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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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Developments in the Business of Banking | Conference – 1996
9 Jul 1996
Conferences
They are: credit, savings, payments and risk management. These four elements used to be closely interrelated, both in an operational sense and in a financial sense. ... Nor do they bear the risk of any credit deterioration over the period of investment.
https://www.rba.gov.au/publications/confs/1996/joss.html
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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Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012
20 Aug 2012
Conferences
Liquidity requirements and credit growth restrictions are seldom used. Among the prudential policies, LTV and DSTI restrictions are most popular, followed by risk weights, provisioning and exposure limits. ... 1980:Q1–2012:Q1. Prudential. LTV. ratio.
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html
Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
This paper reviews theoretical stories and empirical evidence on the link between real estate price cycles and bank behaviour in terms of credit provision and risk-taking. ... the real estate cycle to contain excessive credit expansion and risk-taking;
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
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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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
Consumption Behavior across the Distribution of Liquid Assets
19 Dec 2023
Research Workshop
PDF
2239KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-graham-mcdowall.pdf
Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
literature is the potential for local inequality to affect indebtedness and credit allocation. ... for credit (Cox and Jappelli 1993; Duca and Rosenthal 1993; Browning, Gørtz and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf