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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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
The extent to which banks reduce their exposure to this risk by hedging will impact their sensitivity to changes in the yield curve. ... On the supply side, banks might also increase their profitability by increasing their business lending as the
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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Payment Cards
8 Aug 2017
RDP
2017-04
Figure 6: Why Hold a Credit Card? Most important reason, by age, 2016. ... Figure 12: Surcharge Incidence versus Credit-to-debit Ratio. By merchant category, 2016.
https://www.rba.gov.au/publications/rdp/2017/2017-04/payment-cards.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
3 Jan 2023
RDP
2022-09
Research Discussion Paper – RDP 2022-09 Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. Matthew Read. December 2022. 1.84. MB. 536. KB. Supplementary information. cash rate, exchange
https://www.rba.gov.au/publications/rdp/2022/2022-09.html
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The Relationship between Financial Indicators and Economic Activity: 1968-1987
1 Aug 1988
RDP
8805
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8805.html
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Non-technical summary for 'The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey'
20 Nov 2023
RDP
PDF
283KB
RDP 2023-08 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-08/rdp-2023-08-non-technical-summary.pdf
Modelling Consumer Payment Behaviour for Australia
1 Jul 2009
RDP
2009-04
Therefore, for our sample of credit card holders, we estimate the following model:. ... We base these regressions only on those individuals who hold a credit card.
https://www.rba.gov.au/publications/rdp/2009/2009-04/modelling-consumer-payment-behaviour-australia.html
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The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
13. than cards (MasterCard 2014); or the costs to individuals experiencing credit stress from credit cards. ... Costs directly related to payment activities are also lower, with the exception of MasterCard & Visa credit cards.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
Inventory Investment and Short-term Credit Conditions
31 Dec 2013
RDP
2013-13
Inventory Investment and Short-term Credit Conditions. Gianni La Cava. November 2013 – ISSN 1320-7229 (Print), ISSN 1448-5109 (Online). ... There is now extensive empirical research at the firm-level suggesting that credit constraints do affect
https://www.rba.gov.au/publications/rdp/2013/2013-13/inventory-investment-short-term.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Research Discussion Paper – RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020. Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson. May 2024. Supplementary information. financial
https://www.rba.gov.au/publications/rdp/2024/2024-03.html
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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. ... Results for car debt paint a similar picture, with households that are not liquidity or credit constrained and are willing to take financial risk
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
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