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.
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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
Inventory Investment and Short-term Credit Conditions
31 Dec 2013
RDP
2013-13
Inventory Investment and Short-term Credit Conditions. Gianni La Cava. November 2013 – ISSN 1320-7229 (Print), ISSN 1448-5109 (Online). ... There is now extensive empirical research at the firm-level suggesting that credit constraints do affect
https://www.rba.gov.au/publications/rdp/2013/2013-13/inventory-investment-short-term.html
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Read me file for The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
30 Jan 2023
RDP
PDF
543KB
RDP 2023-01 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-01/rdp-2023-01-read-me.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
firms with access to international capital markets may be relatively more exposed to overseas credit. ... Gertler 1995) – or more generally by influencing firms’ cash flow and liquidity constraints, or credit.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Relationships between Money, Credit and Activity
1 Jan 1988
RDP
8803
Relationships between Money, Credit and Activity. Michele Bullock, Glenn Stevens and Susan Thorp. ... The availability of credit can also be affected by regulation of the credit market.
https://www.rba.gov.au/publications/rdp/1988/8803/relationships-between-money-credit-and-activity.html
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Non-technical summary for 'The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment'
18 Jan 2023
RDP
PDF
417KB
RDP 2023-01 non-techncial summary
https://www.rba.gov.au/publications/rdp/2023/2023-01/rdp-2023-01-non-technical-summary.pdf
Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
literature is the potential for local inequality to affect indebtedness and credit allocation. ... for credit (Cox and Jappelli 1993; Duca and Rosenthal 1993; Browning, Gørtz and.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Payment Cards
8 Aug 2017
RDP
2017-04
Figure 6: Why Hold a Credit Card? Most important reason, by age, 2016. ... Figure 12: Surcharge Incidence versus Credit-to-debit Ratio. By merchant category, 2016.
https://www.rba.gov.au/publications/rdp/2017/2017-04/payment-cards.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
possible estimates of credit risk during a period of stress in Australia. ... such as through the credit rating agencies’ ratings criteria. For example, the Securitisation Dataset.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Modelling Consumer Payment Behaviour for Australia
1 Jul 2009
RDP
2009-04
Therefore, for our sample of credit card holders, we estimate the following model:. ... We base these regressions only on those individuals who hold a credit card.
https://www.rba.gov.au/publications/rdp/2009/2009-04/modelling-consumer-payment-behaviour-australia.html
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