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RBA Glossary definition for RBA

RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.

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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. Michelle Bergmann. July 2020. 1.81. MB. 426. KB. Supplementary information. banking, consumption, debt,
https://www.rba.gov.au/publications/rdp/2020/2020-03.html

What Can Previous Research Tell Us?

22 Jul 2020 RDP 2020-03
Michelle Bergmann
https://www.rba.gov.au/publications/rdp/2020/2020-03/what-can-previous-research-tell-us.html

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Balance-weighted share of securitised loans, June 2019. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Note: First arrears events. Sources: Author's calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html

Results

22 Jul 2020 RDP 2020-03
Michelle Bergmann
a) From model excluding the socio-economic index. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Figure 9: Stage One Hazard Ratios –
https://www.rba.gov.au/publications/rdp/2020/2020-03/results.html

Discussion

22 Jul 2020 RDP 2020-03
Michelle Bergmann
a) Estimate from model excluding the SEIFA variable. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Post-Cox model estimation, at means. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/2020-03/discussion.html

Appendix A: Summary Statistics and Variable Definitions

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Table A2: Key Variable Definitions.
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-a.html

Appendix B: Full Results

22 Jul 2020 RDP 2020-03
Michelle Bergmann
a) Estimate from model excluding the SEIFA variable. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Table B2: Stage Two Results –
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-b.html

Appendix C: Robustness Checks – Multinomial Logit Models

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System.
https://www.rba.gov.au/publications/rdp/2020/2020-03/appendix-c.html

The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Research Discussion Paper – RDP 2020-03 The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. Michelle Bergmann. July 2020. 1,854. KB. I would like to thank Leon Berkelmans, James Bishop, Anthony Brassil
https://www.rba.gov.au/publications/rdp/2020/2020-03/sections.html

Data Description

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Balance-weighted share of securitised loans, June 2019. Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. ... Sources: ABS; Author's calculations; CoreLogic data; RBA; Securitisation System. Regional economic data are
https://www.rba.gov.au/publications/rdp/2020/2020-03/data-description.html