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Measuring Credit Losses

31 Dec 2015 RDP 2015-06
David Rodgers
business, housing and personal) loss rates that the major banks have published in their (publicly available) Pillar 3 reports since 2008.
https://www.rba.gov.au/publications/rdp/2015/2015-06/mea-cre-losses.html

Descriptive Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
Around one-fifth of Australian-owned banks' consolidated assets are offshore, so the consolidated Pillar 3 data used in Figure 11 (left panel only) and Figure 12 reflect overseas credit risk
https://www.rba.gov.au/publications/rdp/2015/2015-06/des-analysis.html