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RBA Glossary definition for overnight loans
overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.
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Appendix A: Derivation of the Loan Amortisation Formulae
10 Nov 2021
RDP
2021-10
RDP 2021-10: The Rise in Household Liquidity Appendix A: Derivation of the Loan Amortisation Formulae. ... Download the Paper 1.71. MB. The loan amortisation formulae for the outstanding debt balance and scheduled payment can be derived in a series of
https://www.rba.gov.au/publications/rdp/2021/2021-10/appendix-a.html
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Appendix A: Data Description
1 Apr 2021
RDP
2021-04
2001:M4. 2020:M5. Overnight index swap. Refinitiv. 2001:M4. 2020:M5. 2001:M12–2002:M8. ASX 200 index.
https://www.rba.gov.au/publications/rdp/2021/2021-04/appendix-a.html
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Loan-level Determinants of Housing Loan Arrears
31 Dec 2014
RDP
2014-13
Table 1: Loan Pool Characteristics. Share of loans outstanding, by value, December 2011. ... Table 3: 90+ Day Arrears Rates by Loan Characteristic. Share of loans outstanding, by number.
https://www.rba.gov.au/publications/rdp/2014/2014-13/loan-level-determinants.html
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How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
banks appear resilient to a severe downturn thanks to moderate loan-to-valuation ratios on residential mortgages; and the distribution of debt does not appear to heighten wealth effects on consumption.
https://www.rba.gov.au/publications/rdp/2020/2020-05.html
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Stylised Facts
22 Jul 2020
RDP
2020-03
Note: Final status of loans (excludes loans that remained in arrears at last observation). ... Transitioning from arrears can be a slow process. Among loans that transition from arrears within the sample period, the median loan that fully repays
https://www.rba.gov.au/publications/rdp/2020/2020-03/stylised-facts.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
For example, lower interest rates alleviate debt-servicing burdens and are associated with a fall in provisions set aside to cover losses on loans. ... impact of lower rates on loan-loss provisions and other factors, including an increased focus on cost
https://www.rba.gov.au/publications/rdp/2023/2023-05.html
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Some Tests of Competition in the Australian Housing Loan Market
1 Feb 1992
RDP
9202
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9202.html
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Appendix B: Data
3 Jan 2023
RDP
2022-09
Variable. Details. Source. Cash rate. Interbank overnight cash rate, %, quarterly average. ... After the September quarter 2001, the risk-free rate is the 3-month Australian dollar overnight indexed swap (OIS) rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Credit Loss Modelling
20 Sep 2022
RDP
2022-03
For other domestic loan types (such as loans to financial institutions), we make some simplifying assumptions in recognition these loans comprise less than 5 per cent of total loans. ... The use of loan loss provisions is mandated in accounting standards,
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.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
How this banking sector interacts with the rest of the economy chiefly depends on the extent of loan losses. ... During large downturns, loan losses reduce banks’ capital, and banks respond by reducing their credit supply.
https://www.rba.gov.au/publications/rdp/2022/2022-01.html
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