Search: credit risk/exposure
RBA Glossary definition for credit risk/exposure
credit risk/exposure – The risk that a counterparty will not settle an obligation for full value, either when due or thereafter. In 'exchange-for-value' systems, the risk is generally defined to include replacement risk (the risk of having to replace a contract at a potentially unfavourable price) and principal risk.
Search Results
Read me file for Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
3 Oct 2018
RDP
PDF
460KB
RDP 2018-11 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-11/rdp-2018-11-read-me.pdf
SME Access to Intermediated Credit: What Do We Know and What Don't We Know? | Conference – 2015
19 Mar 2015
Conferences
the risk of some oversimplification, the academic literature became too focused on relationship lending. ... extension and assessment of credit), risk assumption and collection activities (Bakker et al 2004).
https://www.rba.gov.au/publications/confs/2015/udell.html
Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study
22 Sep 2010
RDP
2010-06
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2010/2010-06.html
See 9 more results from "RDP 2010-06"
Agency Costs, Credit Supply and Credit Demand: A Review
1 Nov 1993
RDP
9311
Agency Costs, Credit Supply and Credit Demand: A Review. Philip Lowe and Thomas Rohling. ... In Jensen and Mecking's model, managers are assumed to be approximately risk neutral.
https://www.rba.gov.au/publications/rdp/1993/9311/agency-costs-credit-supply-demand.html
See 7 more results from "RDP 9311"
The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence | Conference – 2015
19 Mar 2015
Conferences
2011). Access to credit deteriorates during recessions because creditors become more risk averse and therefore restrict credit extensions (Gertler and Gilchrist 1994). ... This transferred liquidity risk to suppliers, which eventually results in
https://www.rba.gov.au/publications/confs/2015/norden-vankampen.html
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
exposure to the channels through which monetary policy affects innovation. These channels include. ... 5.2 The credit constraint channel 13. 6. Macroeconomic Effects on Productivity 16.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
Monetary policy tends to weigh on innovative activity by tightening credit constraints (the credit constraint channel), particularly for smaller firms. ... To examine the credit constraint channel directly, we explore an additional question in the BCS.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
See 15 more results from "RDP 2024-01"
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. ... portfolios to overall credit risk. Since banks are required by accounting standards to provision for.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
To establish aconnection between MP and credit markets, models must have features by which MP impacts credits. ... However, reductions in intermediary net worth can reduce the supply of money andthereby increase exposure to idiosyncratic risk.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf