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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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
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 Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
The. extent to which banks reduce their exposure to this risk by hedging will impact their sensitivity to. ... lending as the improved economic outlook translates into lower credit risk.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.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
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
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
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
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey. ... The Effect of Credit Constraints on Housing Prices:(Further) Evidence from a Survey Experiment.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
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
Non-technical summary for 'The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey'
20 Nov 2023
RDP
PDF
283KB
RDP 2023-08 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-08/rdp-2023-08-non-technical-summary.pdf