Search: borrower
RBA Glossary definition for borrower
borrower – A person or entity that incurs a debt to a lender on agreed terms.
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How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
costs to the economy of borrower defaults, or if a larger portion of the housing stock (and associated. ... theory, its primary effect should be on the ability of a borrower to service a given-sized loan in.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
My results are broadly consistent with the double-trigger hypothesis. Ability-to-pay factors, such as regional unemployment rates and borrowers' repayment-to-income ratios, are found to be correlated with
https://www.rba.gov.au/publications/rdp/2020/2020-03.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
borrowers to negative equity. For example, in the ‘frictionless option model’, borrowers rationally. ... borrower entering arrears. They estimate a multinomial logit for whether borrowers in arrears go on.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Non-technical summary for 'The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis'
17 Jul 2020
RDP
PDF
425KB
RDP 2020-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2020/2020-03/rdp-2020-03-non-technical-summary.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
That is, implicit guarantees introduce a soft borrowing constraint for the two largest sets of borrowers in China.
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Appendix A: Emergency Liquidity Injection Policies in Europe and the United States
9 Oct 2019
RDP
2019-10
for each loan to a borrower that had used the facility more than 45 times. ... Some facilities not discussed are: the term asset-backed securities loan facility (TALF) and the large-scale asset purchases (LSAP), aimed at stimulating lending to borrowers
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
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Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Sensitivity Analysis
13 Sep 2019
RDP
2019-09
The likelihood of this occurring varies with the creditworthiness of Bank B (the borrower). ... Risk weights on uncollateralised trades vary significantly depending on the creditworthiness of the borrower.
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
BBB-rated borrower Higher High Higher probability of high losses Large. Collateralised transaction. ... under swap) we find the net return becomes more negative as borrower creditworthiness.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf