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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How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
These factors likely include the distribution of debt, the quality of lending, institutional structures and the resilience of the financial system. ... Table 4: Macroeconomic Scenario. Change. Income related. Employment (%). –8. Investment income (%).
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
These factors likely include the distribution of debt, the quality of lending, institutional structures. ... more sensitive to shocks to wealth we actually reduce the estimated decline in aggregate.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
22 Jul 2020
RDP
2020-03
While examples of localised stress may differ from a nationwide stress event, they likely provide the best possible estimates of credit risk during a period of stress in Australia. ... Issuers of securitisations may also face incentives to
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
Elul et al (2010) use borrowers’ credit card data as a proxy for liquidity constraints. ... such as through the credit rating agencies’ ratings criteria. For example, the Securitisation Dataset.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
markets. Suppose that each market has a different sensitivity to changes in aggregate output growth. ( ... ,i tX is a vector of controls for both local and aggregate market conditions.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
Suppose that each market has a different sensitivity to changes in aggregate output growth. (. ... X. i. ,. t. is a vector of controls for both local and aggregate market conditions.
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Credit Market Conditions and the Bank's Forecast Errors
28 Jan 2020
RDP
2020-01
Credit Market Conditions and the Bank's Forecast Errors. Benjamin Beckers. January 2020. ... The positive association between lending spreads and economic activity could reflect increased credit demand to finance investment.
https://www.rba.gov.au/publications/rdp/2020/2020-01/credit-market-conditions-and-the-banks-forecast-errors.html
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Read me file for Credit Spreads, Monetary Policy and the Price Puzzle
24 Jan 2020
RDP
PDF
500KB
RDP 2020-01 supplementary information
https://www.rba.gov.au/publications/rdp/2020/2020-01/rdp-2020-01-read-me.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
I will show that both of these conditions are likely fulfilled with Zt including credit risk spreads in money market or lending rates. ... spreads ( MMtcs , regression BT-CS1). The cash rate response to business lending spreads (LBtcs ),. US credit
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Sources: CEIC Data; RBA. Table 9: Regression Analysis – What Determines Bank Lending Interest Rates? ... Despite the official liberalisation of bank lending and deposit rates in 2012 and 2015 respectively, the transmission of repo rate adjustments
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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