Search: lending and credit aggregates
RBA Glossary definition for lending and credit aggregates
lending and credit aggregates – Reserve Bank of Australia measures of lending and credit made available to the private non-finance sector (including public trading enterprises) or, the government sector by those financial intermediaries whose liabilities are included in broad money. Broad money is defined as currency plus bank current deposits of the private non-bank sector, plus all other bank deposits of the private non-bank sector plus borrowings from the private sector by non-bank financial intermediaries (NBFIs), less the latter's holdings of currency and bank deposits.
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Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries
19 Dec 2019
Research Workshop
PDF
2144KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-chatterjee.pdf
Bank of England Staff Working Paper No. 827
20 Sep 2019
Research Workshop
PDF
4321KB
Employment and the collateral channel of monetary policy
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-foulis.pdf
How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
These factors likely include the distribution of debt, the quality of lending, institutional structures and the resilience of the financial system. ... Table 4: Macroeconomic Scenario. Change. Income related. Employment (%). –8. Investment income (%).
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
account for feedback between economic variables. For example, an increase in aggregate demand. ... unemployment rate alter the distribution of income, and hence consumption, in ways that aggregate.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
Such screening effects can lead to an inefficient allocation of credit and entrench inequality. ... 7,631. 7,631. 7,631. 7,631. Non-mortgage. Credit card. Hire purchase. Car. Business.
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
Total lending to businesses was approximately steady for much of the rest of the TFF drawdown period, although aggregate lending to large businesses increased in mid-2021 as economic conditions improved. ... Meanwhile, aggregate lending to SMEs was
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
Elul et al (2010) use borrowers’ credit card data as a proxy for liquidity constraints. ... such as through the credit rating agencies’ ratings criteria. For example, the Securitisation Dataset.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
3 Jan 2023
RDP
2022-09
this shock from shocks to aggregate demand and supply (This involves restricting the cash rate and prices to move in opposite directions following a monetary policy shock, as in Uhlig (2005). ... For instance, credit spreads are used to construct the
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html
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MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
Therefore, by increasing their lending spreads (i.e. by reducing credit supply), banks increase. ... Debt/deposit. funding spread(b). (to cash rate). Credit. growth. Unconstrained. lending spread(c).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Business lending rate. Per cent. Nominal. RBA. NBRSP. Business spread to cash rate. ... In contrast, we model imports at the aggregate level. The non-resource exports equations share a common structure.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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