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.
Search Results
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
exposure to the channels through which monetary policy affects innovation. These channels include. ... 5.2 The credit constraint channel 13. 6. Macroeconomic Effects on Productivity 16.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
18 Jan 2022
RDP
2022-01
Funding spreads are determined by offshore funding markets (as in Brassil et al (2018)), changes in credit risk (determined by changes in capital adequacy) and a zero lower bound (ZLB) for ... As in Major (2016), we model increases in credit risk as
https://www.rba.gov.au/publications/rdp/2022/2022-01/full.html
See 13 more results from "RDP 2022-01"
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
11 Dec 2023
RDP
2023-09
Research Discussion Paper – RDP 2023-09 Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE. Gulnara Nolan, Jonathan Hambur and Philip Vermeulen. December 2023. Supplementary information. investment,
https://www.rba.gov.au/publications/rdp/2023/2023-09.html
See 2 more results from "RDP 2023-09"
Appendix A: The Specification of the Core Models
31 Dec 1977
RDP
1977-07
14c. average weekly earnings. Variables endogenous to both models:. C. domestic credit. ... dummy variable for capital outflow 1975(4). QS. dummy variable for credit squeeze, 1961, 1973.
https://www.rba.gov.au/publications/rdp/1977/7707/appendix-a.html
See 6 more results from "RDP 7707"
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
There is a large literature examining the effects of financing frictions and credit availability on firm investment and growth (e.g. ... For example, a cash flow positive firm with large financing needs would still be affected by a decline in credit
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
See 1 more results from "RDP 2023-03"
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
age, sex, household income, state of residence, credit card ownership and internet access (where. ... of payments using credit cards increased significantly. However, consumers aged under 40 used.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf
The Algorithm
15 Dec 2016
RDP
2016-11
Table 1: A Hypothetical Example of Credit-facility Lending. Simple interest, 5.475 per cent annualised interest rate. ... The bigger issue for the credit-facility algorithm is erroneous exclusion from the sample (i.e.
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
See 6 more results from "RDP 2016-11"
Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
14 Sep 2020
RDP
2020-06
Figure 15: Perceived Effect of Credit Card Ownership. Share of credit card owner respondents. ... Overall, how do you see the benefits and costs of owning your [credit] card?’.
https://www.rba.gov.au/publications/rdp/2020/2020-06/full.html
See 10 more results from "RDP 2020-06"
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
PDF
1594KB
This is one of. the main value propositions of a CBDC, since money issued by the RBA has no credit risk. ... household internet access, and credit card usage. The survey asked 9,100 Australians to join via.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
2 Oct 2018
RDP
PDF
1746KB
consumers? 2. Do behavioural biases appear to affect consumers’ choice of credit card? ... most recent credit card statement in answering the questionnaire. Second, reliance on self-.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-11.pdf