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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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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The Relationship between Financial Indicators and Economic Activity: 1968-1987
1 Aug 1988
RDP
8805
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1988/8805.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
The extent to which banks reduce their exposure to this risk by hedging will impact their sensitivity to changes in the yield curve. ... On the supply side, banks might also increase their profitability by increasing their business lending as the
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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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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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
frictions in investing. This could, for example, reflect declining credit supply, or increasing financial. ... This provides some evidence that increasing financing frictions and decreasing credit supply do not.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
References
19 Dec 2023
RDP
2023-09
Beckers B (2020), ‘Credit Spreads, Monetary Policy and the Price Puzzle’, RBA Research Discussion Paper No 2020-01. ... Bernanke BS and M Gertler (1995), ‘Inside the Black Box: The Credit Channel of Monetary Policy Transmission’, Journal of
https://www.rba.gov.au/publications/rdp/2023/2023-09/references.html
Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
Such screening effects can lead to an inefficient allocation of credit and entrench inequality. ... Results for car debt paint a similar picture, with households that are not liquidity or credit constrained and are willing to take financial risk
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
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Appendix: Data Sources and Methods
1 Nov 1990
RDP
9008
July 1987: The inclusion of Primary Industries Bank of Australia added to credit. ... The monthly growth rates of credit were adjusted in the month of each break.
https://www.rba.gov.au/publications/rdp/1990/9008/appendix.html
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Appendix A: The RBA79 model
1 Sep 1979
RDP
7903
c. real cash benefits to persons. C. domestic credit. CTB. effective company tax base.
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html
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Read me file for Credit Spreads, Monetary Policy and the Price Puzzle
24 Jan 2020
RDP
PDF
500KB
RDP 2020-01 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-01/rdp-2020-01-read-me.pdf