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110 of 19 search results for LVR

RBA Glossary definition for LVR

LVR – Loan-to-valuation ratio

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Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Housing loans with LMI ($). APRA (ARF_223.0). OutstandingMortgagesLVR 80. Mortgages with LVRs 80. ... o. s. t. C. R. E. ). is added for all LVRs above a minimum threshold. (.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
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BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
For example, the influence of households' loan-to-valuation ratios (LVRs) and prepayment buffers at their 2017/18 surveyed levels is implicitly captured within the modelled relationships between the three included ... lower LVRs would mute the marginal
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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Read me

26 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
LVR_dataset_formatting.R: reads the data_for_macropru_analysis.csv file and reformats it for the LVR regressions in Section 7.1. ... This script produces the lvr_data_for_analysis.csv file to be read by Stata.
https://www.rba.gov.au/publications/rdp/2021/2021-07/read-me.html
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How Risky is Australian Household Debt?

25 Aug 2020 RDP 2020-05
Jonathan Kearns, Mike Major and David Norman
For example, banks can be more willing to lend at higher loan-to-valuation ratios (LVRs) in countries where they are confident of their legal ability to seize collateral (Jappelli et ... We unfortunately do not have any robust indicators of permissable
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis

22 Jul 2020 RDP 2020-03
Michelle Bergmann
Figure 3: Distribution of Indexed LVRs. Balance-weighted share of securitised loans, June 2019. ... 0.89. Equity and housing market factors. Indexed LVR buckets (selected; base = 60–70).
https://www.rba.gov.au/publications/rdp/2020/2020-03/full.html
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Appendix A: Debt Overhang Model

10 Jul 2019 RDP 2019-06
Fiona Price, Benjamin Beckers and Gianni La Cava
D. 1. D. =. φ. D. A. 0. where the maximum LVR in any period is given by.
https://www.rba.gov.au/publications/rdp/2019/2019-06/appendix-a.html
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Inflation Targeting in New Zealand: An Experience in Evolution | Conference – 2018

12 Apr 2018 Conferences
John McDermott and Rebecca Williams
In October 2013, the RBNZ introduced restrictions on high loan-to-value ratio (LVR) mortgage lending (e.g. ... Although they have different objectives, our macroprudential policies were complementary to monetary policy when first introduced; the LVR
https://www.rba.gov.au/publications/confs/2018/mcdermott-williams.html

The Role of the Deposit

18 Sep 2017 RDP 2017-05
John Simon and Tahlee Stone
This suggests that the change in deposits has not been driven solely by, for example, the elimination of particularly small deposits that might have been associated with relatively risky high LVR ... 5 per cent of the purchase price), only required for
https://www.rba.gov.au/publications/rdp/2017/2017-05/the-role-of-the-deposit.html
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New Financial Stability Governance and Central Banks | Conference – 2017

16 Mar 2017 Conferences
Rochelle Edge and Nellie Liang
authority if they were to want to use LVRs as a macroprudential tool (Table 2). ... economies where the MoF (or the government) sets LVRs there exists an FSC in all but one.
https://www.rba.gov.au/publications/confs/2017/edge-liang.html

Financial Stability in a Low Interest Rate Environment: An Australian Case Study | Conference – 2017

16 Mar 2017 Conferences
Luci Ellis and Charles Littrell
solely, or even initially, in terms of high loan-to-valuation ratio (LVR) lending, as had been the case in some other countries. ... Calls by some observers during this period for APRA to put quantitative constraints on high LVR lending therefore struck
https://www.rba.gov.au/publications/confs/2017/ellis-littrell.html