Bulletin

Insights into the economy and financial system from teams throughout the Reserve Bank of Australia

September 2021

Finance

An Assessment of the Term Funding Facility

Susan Black, Ben Jackman and Carl Schwartz

The Term Funding Facility (TFF) was announced by the Reserve Bank Board in March 2020 as part of a comprehensive policy package to support the Australian economy in response to the COVID-19 pandemic. The facility has provided low cost three-year funding to banks operating in Australia against high quality collateral. The TFF closed to new drawdowns at the end of June 2021, so the last of this funding will not mature until mid 2024. This article provides an overview of TFF usage by banks, considers the future refinancing task for the banking sector, and provides an assessment of the TFF with respect to its primary policy goals.

banking, business, COVID-19, credit, finance
Finance

Small Business Finance and COVID-19 Outbreaks

Susan Black, Kevin Lane and Laura Nunn

Economic conditions for small and medium-sized enterprises (SMEs) improved in the second half of 2020 and early 2021, although measures to contain the recent outbreaks of COVID-19 have affected firms in much of Australia. SMEs are being supported by policy measures, including a number of initiatives that continue to encourage lending to smaller firms. Nonetheless, the volume of SME lending has been little changed for some time, and access to finance continues to be a challenge for small businesses.

banking, business, credit, finance
Australian Economy

Climate Change Risks to Australian Banks

Kellie Bellrose, David Norman and Michelle Royters

Climate change affects banks because of the impact it has on the value of assets used as collateral for loans and the incomes borrowers use to repay their loans. There is significant uncertainty about the magnitude of risks to banks from climate change. This is because of the uncertainty about how climate change will alter future weather patterns, how policies will change globally and how economies adapt. This article uses one approach to provide preliminary estimates of the possible scale of risks climate change poses to banks' housing and business exposures. This approach suggests that a small share of housing in regions most exposed to extreme weather could experience price falls that might subsequently result in credit losses, but the overall losses for the financial system are likely manageable. Banks are also exposed to transition risks from their lending to emissions-intensive industries, but their portfolios appear to be less emissions-intensive than the economy as a whole. Further estimates of the impact of climate change on banks will be provided by the Climate Vulnerability Assessment currently being undertaken by the Australian Prudential Regulation Authority and the five largest banks.

banking, climate change
Global Economy

Towards Net Zero: Implications for Australia of Energy Policies in East Asia

Jonathan Kemp, Madeleine McCowage and Faye Wang

China, Japan and South Korea have all set targets to achieve net-zero carbon emissions by around the middle of this century. These three countries account for around two-thirds of Australia's fossil fuel exports. Based on emission scenarios consistent with these commitments, we find that Australia's coal exports could decline significantly by 2050, with a more modest effect likely for liquefied natural gas exports; both may be offset to some degree by increases in green energy exports. The effect on overall Australian GDP is expected to be relatively small and gradual. Significant uncertainty surrounds the speed and manner in which countries will work to achieve net-zero emissions, as well as the technological developments that could change the efficiency and carbon intensity of fossil fuels.

china, climate change, export, mining, resources sector
Australian Economy

The Financial Cost of Job Loss in Australia

David Lancaster

Workers who lose a job tend to experience large and persistent earnings losses. On average, real earnings are around one-third lower in the year of job loss, and it takes at least four years for an individual's annual earnings to recover. Earnings losses are particularly persistent following the loss of a long-term job. Workers who find new employment tend to work fewer hours at lower hourly rates of pay.

COVID-19, labour market, labour market, wages
Global Economy

Government Bond Markets in Advanced Economies During the Pandemic

Nick Baker, Marcus Miller and Ewan Rankin

Governments in advanced economies have funded their large fiscal policy responses to the COVID-19 crisis by issuing government debt securities. Except for a period of dysfunction in the early months of the pandemic, government bond markets have functioned well. Despite the substantial increase in debt issuance, the interest rate paid on new government debt has declined to historically low levels. A rise in private sector saving relative to investment has contributed to demand for low-risk assets like government bonds. At the same time, advanced economy central banks have lowered their policy rates and made large-scale purchases of government bonds in secondary markets in pursuit of their inflation and employment goals.

bonds, COVID-19, financial markets
Global Economy

China's Labour Market: COVID-19 and Beyond

Jonathan Kemp and Morgan Spearritt

The Chinese labour market has recovered quickly following the sharp economic downturn caused by the COVID-19 pandemic. While widespread lockdown measures in early 2020 pushed large numbers of Chinese workers out of the labour market, successful containment of the virus allowed most of these workers to return relatively quickly. Structural factors – notably a shrinking labour force – are now likely to be the dominant drivers of developments in the Chinese labour market. In the short term, policymakers are considering changes to the retirement age to boost labour supply. In the longer term, the focus of reforms is increasing labour productivity and reducing labour market frictions.

china, labour market, labour market
Global Economy

China's Evolving Financial System and Its Global Importance

Nicole Adams, David Jacobs, Stephen Kenny, Serena Russell and Maxwell Sutton

China's economic policy response to the COVID-19 pandemic has been less stimulatory than the response after the global financial crisis because Chinese authorities have sought to avoid fuelling risks in the financial system. Indeed, the authorities have continued with reforms to make the financial system more market-based so that it can better support China's economy, although the state continues to play a central role in the financial system. At the same time, China has become increasingly important for international financial markets, mainly due to its weight in international trade but also because certain cross-border capital flows are rising.

china, credit, finance

Some graphs in this publication were generated using Mathematica.

ISSN 1837-7211