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.
Search Results
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
significant opportunity cost, when compared to lending for residential housing. Not surprisingly, the. ... Lending cash to a borrower with a higher credit. rating increases the likelihood of full repayment at maturity and is associated with a lower risk.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
International Trade Costs, Global Supply Chains and Value-added Trade in Australia
4 Feb 2015
RDP
PDF
977KB
3.2 Value-added Trade by Sector 11. 3.3 Aggregate Value-added Trade 12. ... respectively, yswt denotes world output, Psit and P. sjt are the aggregate price indices.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-07.pdf
The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
The aggregate household liquidity buffer is the ratio of household liquid assets to disposable income. ... The relevant interest rate is derived from RBA statistical table ‘F5 Indicator Lending Rates’.
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
See 11 more results from "RDP 2021-10"
Robustness
31 Dec 2012
RDP
2012-02
RDP 2012-02: The Role of Credit Supply in the Australian Economy 6. ... GNE is assumed to respond contemporaneously to credit, reflecting a quick pass-through of credit to aggregate demand.
https://www.rba.gov.au/publications/rdp/2012/2012-02/robustness.html
See 7 more results from "RDP 2012-02"
The Information Content of Financial Aggregates in Australia
1 Dec 2009
RDP
PDF
278KB
It is notable, however, that for the credit aggregate the p-value risesdramatically for the three and four-variable systems between 1988 and 1990,perhaps reflecting instability in the relationship between ... Specifically, when the aggregate follows the
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9606.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
Our work presents several other results. Analysis of aggregate credit indicates that the policies had. ... investor commitments are affected. Figure 3: Counterfactual Aggregate Lending. Actuals solid, counterfactuals dashed.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
The Yield and Market Function Effects of the Reserve Bank of Australia’s. Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. Research Discussion Paper. R DP 2022- 02. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
9 May 2018
RDP
2018-05
Borrowing rates for a large portion of companies, including smaller and riskier ones, have remained high in recent years, despite falls in aggregate indicators of interest rates. ... We argue that this relationship may be due to credit supply effects, as
https://www.rba.gov.au/publications/rdp/2018/2018-05.html
See 6 more results from "RDP 2018-05"
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
See 5 more results from "RDP 2020-03"
Current Account Deficits: The Australian Debate
12 Mar 2007
RDP
PDF
289KB
This largely removed controls on lending to businesses and households, and freed up access to international capital markets. ... This gained further credibility when the credit rating agencies downgraded Australian Commonwealth debt (Gruen and Stevens
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-02.pdf