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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How Risky is Australian Household Debt?
19 Aug 2020
RDP
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1880KB
countries. It is commonly cited as a major risk to numerous countries, including Australia. ... Verner (2017) conclude that recessions preceded by rapid credit growth tend to be deeper than.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
effect of policy on inflation. As the cash rate rises in response to a decline in credit risk premia,. ... Thus, I use the alternative measures of credit risk and uncertainty shown in Figure 4.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
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1571KB
nhc Household credit Log Nominal ABS, APRA, RBA. nhfa Household financial assets Log Nominal ABS. ... The household sector’s liabilities consist of liabilities to the financial sector (that is, household credit).
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
changes in aggregate economic and credit conditions, such as the tightening in credit availability. ... financial conditions, as represented by credit spreads (as in Caldara and Herbst (2019)).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
Price Incentives and Consumer Payment Behaviour
17 Aug 2009
RDP
PDF
262KB
Holding 26 5.4 Influences on the Probability of Credit Card Use 28. ... 75. 2008. NoNo. Debit card. Cheque Direct credit. Credit card. Direct debit.
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-04.pdf
Loan Rate Stickiness: Theory and Evidence
31 Jan 2006
RDP
PDF
819KB
These explanations are based on credit rationing, switching costs, risk sharing and consumer irrationality. ... High risk credit card borrowers, on the other hand, are more likely to be interest rate sensitive because they fully intend to borrow on their
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9206.pdf
Changes in the Characteristics of the Australian Business Cycle: Some Lessons for Monetary Policy from the 1980s and Early 1990s
31 Jan 2006
RDP
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758KB
Figure 2.2. N e w Business Credit and Fixed Investment Seasonally Adjusted. ... while housing credit is displayed wit11 house price inflation in the middle panel.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9212.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
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1090KB
As a result, banks must manage various types of risk, including liquidity and credit risk. ... The liquidity-risk advantages of increasing the share of deposit funding could also be offset to some extent if banks were to increase their credit or market
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Credit Losses at Australian Banks: 1980–2013
8 May 2015
RDP
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1495KB
Other authors have applied econometric models to the ex post credit risk experience of Australian banks. ... It is the net impact of credit risk on profitability, so is the most economically relevant measure.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
PDF
1257KB
perceived credit risk of each company.5 Here, we examine how the borrowing rates vary with two. ... In many senses, this is quite similar to an. idiosyncratic credit supply shock.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf