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.
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The Credit Growth Limits
1 Jul 2021
RDP
2021-07
The risk environment that led to the policies is described in most detail by RBA (2018). ... The letter states that:. … annual investor [housing] credit growth materially above a benchmark of 10 per cent will be an important risk indicator that
https://www.rba.gov.au/publications/rdp/2021/2021-07/the-credit-growth-limits.html
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Credit Loss Modelling
20 Sep 2022
RDP
2022-03
signs of elevated credit risk. ... This is a simplification for modelling purposes. Higher provisions might be expected in a scenario in which credit risk is elevated, since banks are unlikely to assume this risk fully unwinds
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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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
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
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
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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
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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
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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
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
The. extent to which banks reduce their exposure to this risk by hedging will impact their sensitivity to. ... lending as the improved economic outlook translates into lower credit risk.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Appendix A: Pass-through Lower Bound in BA-MARTIN
21 Dec 2022
RDP
2022-08
︸. Effect of. credit growth . on capital ratio. ]. d. r. D. ,. t. d. ... From Equation (9) in Brassil et al (2022), changes in banks' capital ratios can be decomposed into changes in their equity, credit growth and changes to their risk weights.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html
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