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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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Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
b) Assumes that debt is funded at the repo rate. Sources: APRA; Authors' calculations; Bloomberg; RBA. ... Sources: APRA; Authors' calculations; RBA. Figure 11 depicts the possible dispersion in net returns when allowing risk weights to vary.
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
Decomposition by weighted cost of debt and equity. Sources: APRA; Authors’ calculations; Bloomberg; RBA. ... Figure 7: Net Return on Money Market Trades. Sources: APRA; Authors’ calculations; Bloomberg; RBA.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf

Core Equations

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Log. Real. ABS, RBA. nhc. Household credit. Log. Nominal. ABS, APRA, RBA.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
nhc Household credit Log Nominal ABS, APRA, RBA. nhfa Household financial assets Log Nominal ABS.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

Extensions

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
countercyclical capital buffer (APRA 2015).
https://www.rba.gov.au/publications/rdp/2019/2019-05/extensions.html
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Appendix B: Institutional Features of the Australian Mortgage Market

10 Jul 2019 RDP 2019-06
Fiona Price, Benjamin Beckers and Gianni La Cava
Mortgages with redraw facilities make up around 70 per cent of the total number of residential mortgages in Australia (APRA 2019).
https://www.rba.gov.au/publications/rdp/2019/2019-06/appendix-b.html
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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data

9 Jul 2019 RDP PDF 2076KB
The Effect of Mortgage Debt on Consumer Spending: Evidence from. Household-level Data. Fiona Price, Benjamin Beckers and Gianni La Cava. Research Discussion Paper. R D P 2019 - 06. Figures in this publication were generated using Mathematica. The
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-06.pdf

Cost-benefit Analysis of Leaning against the Wind

5 Jul 2019 RDP PDF 1512KB
be reported in the course of setting the countercyclical capital buffer (APRA 2015).
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-05.pdf

Introduction

15 Aug 2018 RDP 2018-09
Nicholas Garvin
The APRA data imply substantially larger repo positions. There are, however, reasons to expect differences. ... Observations in the algorithm data and APRA data have a robust positive relationship with correlations of around 0.5.
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html
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