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RBA Glossary definition for APRA

APRA – Australian Prudential Regulation Authority. APRA is the prudential regulator of the Australian financial services industry. It oversees banks, credit unions, building societies, general insurance and reinsurance companies, life insurance companies, friendly societies, and most members of the superannuation industry.

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Read me file for Identifying Repo Market Microstructure from Securities Transactions Data

14 Aug 2018 RDP PDF 365KB
RDP 2018-09 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-09/rdp-2018-09-read-me.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
The. APRA data imply substantially larger repo positions. There are, however, reasons to expect. ... differences. For example, some repo positions reported to APRA are likely transacted through.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Data and Stylised Facts

6 May 2018 RDP 2018-05
Jonathan Hambur and Gianni La Cava
Sources: APRA; Authors' calculations; Company reports; RBA. The variation in borrowing rates across companies is likely to be related to variation in the perceived credit risk of each company.
https://www.rba.gov.au/publications/rdp/2018/2018-05/data-and-stylised-facts.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data

27 Apr 2018 RDP PDF 1257KB
indicator is average rate on loans above $2 million. Sources: APRA; Authors’ calculations; Company reports; RBA.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf

The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
A much higher proportion of new trades is centrally cleared (APRA et al 2015).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

Appendix B: Data

31 Dec 2015 RDP 2015-06
David Rodgers
ABS; RBA. Total credit growth. Annual growth. APRA; RBA. Business sector interest burden. ... Annual growth. REIA. Business credit growth. Annual growth. APRA; RBA. Personal credit growth.
https://www.rba.gov.au/publications/rdp/2015/2015-06/appendix-b.html
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Results

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
The ‘hypothetical’ scenario is calibrated similarly to the stress-test scenario in APRA (2010), in which a global deterioration in economic conditions causes a downturn in Australia that is significantly worse ... DAR) generated by the model. Using
https://www.rba.gov.au/publications/rdp/2015/2015-01/results.html
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Credit Losses at Australian Banks: 1980–2013

8 May 2015 RDP PDF 1495KB
9. Figure 2: Sample Coverage As at September. Sources: Annual reports; APRA; RBA. ... 2010. Figure 14: Credit Losses and Non-performing Assets All banks. Source: APRA.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf

Stress Testing the Australian Household Sector Using the HILDA Survey

5 Mar 2015 RDP PDF 1095KB
See APRA (2010) for more information on regulatory stress-testing practices in general. ... DAR) generated by the model. Using data from the Australian Prudential Regulation Authority (APRA), we compare the results from the hypothetical scenario to
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf