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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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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Read me file for Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
3 Oct 2018
RDP
PDF
460KB
RDP 2018-11 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-11/rdp-2018-11-read-me.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
exposure to the channels through which monetary policy affects innovation. These channels include. ... 5.2 The credit constraint channel 13. 6. Macroeconomic Effects on Productivity 16.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
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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Forecast Archive
7 May 2024
SMP
A number of Boxes on topics of special interest are published in the Statement on Monetary Policy and its forerunners, the Semi-Annual Statement on Monetary Policy and the quarterly reports on the Economy and Financial Markets. These boxes can be
https://www.rba.gov.au/publications/smp/forecasts-archive.html
Domestic Financial Conditions
7 Aug 2020
SMP
– August 2020
The low take-up is consistent with a lack of demand for credit in general. ... payments on variable-rate mortgages (which account for around 80 per cent of the stock of outstanding housing credit; (Graph 4.26)).
https://www.rba.gov.au/publications/smp/2020/aug/domestic-financial-conditions.html
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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Box D: Measures of Investor and Owner-occupier Housing Credit
10 Feb 2018
SMP
– February 2018
Statement on Monetary Policy – February 2018 Box D: Measures of Investor and Owner-occupier Housing Credit. ... Developments in investor and owner-occupier housing credit have attracted considerable attention in recent years.
https://www.rba.gov.au/publications/smp/2018/feb/box-d-measures-of-investor-and-owner-occupier-housing-credit.html
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