Search: SOEs

Sort by: Relevance Date
1–9 of 9 collapsed search results for SOEs

RBA Glossary definition for SOEs

SOEs – state owned enterprises

Search Results

Credit Losses at Australian Banks: 1980–2013

31 Dec 2015 RDP 2015-06
David Rodgers
Its aim is to present preliminary results of research so as to encourage discussion and comment.
https://www.rba.gov.au/publications/rdp/2015/2015-06/

Appendix A: More Accounting

31 Dec 2015 RDP 2015-06
David Rodgers
The troubled loan, individual provision and amount recovered should cancel out so that there is no impact on the profit and loss account at this stage. ... It appears in a bank's profit and loss account and so is a component of the net change in a bank's
https://www.rba.gov.au/publications/rdp/2015/2015-06/appendix-a.html

Credit Losses at Australian Banks: 1980–2013

11 May 2015 RDP 2015-06
David Rodgers
It does so using a newly compiled dataset covering bank-level credit losses over 1980 to 2013.
https://www.rba.gov.au/publications/rdp/2015/2015-06.html

Descriptive Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
Various authors have set out potential reasons why credit losses were so large in the early 1990s (Battellino and McMillan 1989; Fraser 1994; Sykes 1994; Carew 1997; Conroy 1997; Ullmer 1997; ... Immediate triggers for the rise in credit losses are
https://www.rba.gov.au/publications/rdp/2015/2015-06/des-analysis.html

Introduction

31 Dec 2015 RDP 2015-06
David Rodgers
It does so using a newly compiled dataset covering the bank-level credit losses of larger Australian banks over 1980 to 2013. ... For example, they cannot explain why credit losses were so large at several state government-owned banks during the early
https://www.rba.gov.au/publications/rdp/2015/2015-06/introduction.html

Econometric Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
Residential and commercial property are used as collateral for housing and business loans in Australia, so changes in the prices of these assets are included to capture changes in the value ... Demand for credit probably weakens during downturns (which
https://www.rba.gov.au/publications/rdp/2015/2015-06/eco-analysis.html

Measuring Credit Losses

31 Dec 2015 RDP 2015-06
David Rodgers
Such losses are one component of a bank's overall profitability, so they affect capital and, in extreme cases, solvency. ... It is the net impact of credit risk on profitability, so is the most economically relevant measure.
https://www.rba.gov.au/publications/rdp/2015/2015-06/mea-cre-losses.html

Appendix C: More Regressions

31 Dec 2015 RDP 2015-06
David Rodgers
But only a small number of the banks in the sample during the global financial crisis episode were not present during the early 1990s downturn, so testing this hypothesis is difficult.
https://www.rba.gov.au/publications/rdp/2015/2015-06/appendix-c.html

Summary and Policy Implications

31 Dec 2015 RDP 2015-06
David Rodgers
These conclusions have practical implications for stress testing. The credit loss models in this paper that use least squares estimation, and include bank-level variables, are unable to explain, and so
https://www.rba.gov.au/publications/rdp/2015/2015-06/sum-pol-implications.html