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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The Evolving Structure of the Australian Financial System
1 Dec 2009
RDP
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129KB
2 The main groups are banks, merchant banks, finance companies, building societies, credit. ... demand for credit played a role in both episodes, with these institutions being activelenders at the more speculative end of the risk spectrum.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9605.pdf
The Changing Way We Pay: Trends in Consumer Payments
4 Feb 2015
RDP
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1225KB
degree of error around the data when split between debit and credit cards. ... Used at least once Used most often. Debit card(contact). Credit card(contact).
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-05.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
5.1.2 A ‘credit risk’ reversal rate is theoretically possible but highly unlikely, and does not occur in the baseline calibration 21. ... thereby increasing credit risk. That said, such an outcome is not a forgone conclusion; empirical.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
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2133KB
of pandemic-related disruptions and other policy interventions on credit supply and demand. ... to decline, as investors sought securities with similar credit risk, thereby benefiting non-bank lenders.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
How Australians Pay: Evidence from the 2016 Consumer Payments Survey
24 Jul 2017
RDP
PDF
1438KB
for consumers to use higher-cost credit cards (Simon, Smith and West 2009). ... Most important reason, by age, 2016. Note: Per cent of credit card holders.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-04.pdf
Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
5.3 Credit spreads 25. 5.4 Unemployment 26. 6. Conclusion 27. Appendix A: Algorithms for Inference 29. ... conditions. He additionally controls for the systematic response of the cash rate to credit conditions.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
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1923KB
monetary policy, attributed to any number of frictions including interest rate controls, credit quotas,. ... instances where similarities to advanced economies have been highlighted (at the possible risk of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
9 Sep 2020
RDP
PDF
1619KB
10. 20. 30. %. 0. 10. 20. 30. %. Cash Debit cards Credit cards Other. ... of cash and, to a lesser extent, credit cards for their everyday transactions.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-06.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
price as other assets are only imperfect substitutes, removes interest rate risk from the market,. ... reducing liquidity premia – steady central bank buying reduces the risk of investors being unable.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf