Search: lending and credit aggregates

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1–4 of 4 collapsed search results for 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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The Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
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

Features of the Market

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
24. 3. 0.32. 0.79. Other banks' lending. 11. 0. 17. 6. ... the difference in the probabilities following rolled-over lending is also statistically significant.
https://www.rba.gov.au/publications/rdp/2016/2016-11/features-of-the-market.html

Identifying Interbank Loans from Payments Data

1 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
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/full.html

Accuracy of the Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
Figure 3: Aggregate Daily lending. 30-day moving average. Note: For days when the institution was included in the survey. ... The importance of the credit-facility part of the algorithm is clear in the big spikes in lending between 2006 and 2009.
https://www.rba.gov.au/publications/rdp/2016/2016-11/accuracy-of-the-algorithm.html