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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RBA Annual Conferences
8 May 2024
Conferences
The Bank's Economic Group holds an annual Conference, the proceedings of which are published. The Conference Volume, containing revised papers and discussions, is released in hard copy and on the website within three months of the conference
https://www.rba.gov.au/publications/confs/
Research Workshop – 2023
20 Dec 2023
Research Workshop
Papers presented at the Reserve Bank of Australia 2023 Research Workshop
https://www.rba.gov.au/publications/workshops/research/2023/
Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study
22 Sep 2010
RDP
2010-06
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2010/2010-06.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
Monetary policy tends to weigh on innovative activity by tightening credit constraints (the credit constraint channel), particularly for smaller firms. ... To examine the credit constraint channel directly, we explore an additional question in the BCS.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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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
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
Agency Costs, Credit Supply and Credit Demand: A Review
1 Nov 1993
RDP
9311
Agency Costs, Credit Supply and Credit Demand: A Review. Philip Lowe and Thomas Rohling. ... In Jensen and Mecking's model, managers are assumed to be approximately risk neutral.
https://www.rba.gov.au/publications/rdp/1993/9311/agency-costs-credit-supply-demand.html
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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
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