Search: lending and credit aggregates
RBA Glossary definition for lending and credit aggregates
lending and credit aggregates – Reserve Bank of Australia measures of lending and credit made available to the private non-finance sector (including public trading enterprises) or, the government sector by those financial intermediaries whose liabilities are included in broad money. Broad money is defined as currency plus bank current deposits of the private non-bank sector, plus all other bank deposits of the private non-bank sector plus borrowings from the private sector by non-bank financial intermediaries (NBFIs), less the latter's holdings of currency and bank deposits.
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Other Mortgage Market Outcomes
1 Jul 2021
RDP
2021-07
Aggregate credit growth data are not available for IO mortgages, but, as evident in Figure 1, the IO share of investor loans is higher than that of occupier loans.) Credit growth ... Footnotes. The CreditGrth. t. variables are of Australian credit
https://www.rba.gov.au/publications/rdp/2021/2021-07/other-mortgage-market-outcomes.html
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Appendix B: Identifying the Separate Effects of Liquidity and Lending Standards Shocks
31 Dec 2013
RDP
2013-05
RDP 2013-05: Liquidity Shocks and the US Housing Credit Crisis of 2007–2008 Appendix B: Identifying the Separate Effects of Liquidity and Lending Standards Shocks. ... ij. ) rather than specific to each bank. The new lending standards shock comprises
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-b.html
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MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
18 Jan 2022
RDP
2022-01
In reality, housing prices, investment and credit growth are determined by the lending rates available for new loans. ... Therefore, the original MARTIN relationship between household credit growth and lending rates remains unchanged with this
https://www.rba.gov.au/publications/rdp/2022/2022-01/full.html
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The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
PDF
1761KB
d) Broader Aggregates. Figure 13 shows growth in nominal demand and growth in the broader financial aggregates - broad money, lending and credit. ... It suggests that the broader lending and credit aggregates do lag nominal demand.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.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
to interest rate risk from maturity mismatches because of borrowing short and lending long. ... lending as the improved economic outlook translates into lower credit risk.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
tax profits. Collectively, these components (net interest income and credit losses, along with the. ... more detail. Figure 4: Business Lending Probability of Default Model. The first step in modelling PDs on business lending involves mapping banks’
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
lending/ credit aggregates bank lending, lending by all financial intermediaries (AFI lending) and credit; and. ... 6. Conclusions. On the basis of the results, there is further support for the notion that measures of economic activity lead the broader
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
The Algorithm
15 Dec 2016
RDP
2016-11
Credit-facility lending occurs when a bank borrows (overnight) from the same counterparty over several consecutive days, but where:. ... Table 1: A Hypothetical Example of Credit-facility Lending. Simple interest, 5.475 per cent annualised interest rate.
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
the lending aggregate which, in turn, grew at a lower rate than credit. ... with that of lending and credit aggregates.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The large credit channel literature has identified characteristics of credit crunches (e.g. ... Rather, there is evidence of lending expansions related to heightened demand for liquid (and safe) assets.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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