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RBA Glossary definition for financial sector

financial sector – The sector of the economy that comprises financial institutions and financial markets.

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Stress Testing the Australian Household Sector Using the HILDA Survey

9 Mar 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
This model uses data from the Household, Income and Labour Dynamics in Australia (HILDA) Survey to quantify the household sector's financial resilience to macroeconomic shocks. ... In turn, this suggests that aggregate measures of household indebtedness
https://www.rba.gov.au/publications/rdp/2015/2015-01.html

Results

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
RDP 2015-01: Stress Testing the Australian Household Sector Using the HILDA Survey 5. ... with negative financial margins; and (3) assess changes in these measures through the 2000s.
https://www.rba.gov.au/publications/rdp/2015/2015-01/results.html

Stress Testing the Australian Household Sector Using the HILDA Survey

9 Mar 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
Research Discussion Paper – RDP 2015-01 Stress Testing the Australian Household Sector Using the HILDA Survey. , ... Endnotes. Financial Stability Department []. Economic Research Department []. Related Information. The materials on this webpage are
https://www.rba.gov.au/publications/rdp/2015/2015-01/

Introduction

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
decades. Furthermore, recent international experience has emphasised the risks that the household sector can pose to financial stability and, consequently, to the broader macroeconomy. ... Therefore, it is prudent to continuously assess the household
https://www.rba.gov.au/publications/rdp/2015/2015-01/introduction.html

Descriptive Statistics

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
However, this does not necessarily imply that the financial fragility of the household sector has increased. ... including unindebted households) also imply that the financial health of the household sector improved over the 2000s.
https://www.rba.gov.au/publications/rdp/2015/2015-01/descriptive-statistics.html

Conclusion

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
RDP 2015-01: Stress Testing the Australian Household Sector Using the HILDA Survey 7. ... This suggests that aggregate measures of household indebtedness may be a misleading indicator of the household sector's financial fragility.
https://www.rba.gov.au/publications/rdp/2015/2015-01/conclusion.html

Method

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
RDP 2015-01: Stress Testing the Australian Household Sector Using the HILDA Survey 4. ... The survey asks questions about household and individual characteristics, financial conditions, employment and wellbeing.
https://www.rba.gov.au/publications/rdp/2015/2015-01/method.html

References

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
Measuring the Financial Position of the Household Sector: Proceedings of the IFC Conference, Basel, 30–31 August 2006. , ... Sveriges Riksbank (2009), ‘Stress Test of Households' Debt Servicing Ability’,. Financial Stability Report. ,
https://www.rba.gov.au/publications/rdp/2015/2015-01/references.html

Literature Review

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
Private financial institutions use stress tests as part of their internal risk management. ... The model in this paper is based on a financial margin approach and shares many features with Albacete and Fessler's (2010) model for the Austrian household
https://www.rba.gov.au/publications/rdp/2015/2015-01/literature-review.html

Limitations and Future Work

11 Sep 2015 RDP 2015-01
Tom Bilston, Robert Johnson and Matthew Read
RDP 2015-01: Stress Testing the Australian Household Sector Using the HILDA Survey 6. ... The US household sector could be a useful case study to test this.
https://www.rba.gov.au/publications/rdp/2015/2015-01/limitations-future-work.html