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
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
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
Read me file for The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
30 Jan 2023
RDP
PDF
543KB
RDP 2023-01 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-01/rdp-2023-01-read-me.pdf
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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Non-technical summary for 'The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment'
18 Jan 2023
RDP
PDF
417KB
RDP 2023-01 non-techncial summary
https://www.rba.gov.au/publications/rdp/2023/2023-01/rdp-2023-01-non-technical-summary.pdf
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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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