RDP 1999-05: Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy Appendix: Data Sources

Figure 1: All data from 1988 onwards are obtained from ABS Cat. No. 5232.0 Financial Accounts. Prior to 1988, some estimation is required. The level of deposits includes bank, NBFIs and cash management trust deposits. Prior to 1988 it is estimated from data contained in Reserve Bank of Australia Occasional Paper No. 8 and RBA Bulletin.

Figure 2: Total bank liabilities is calculated as the sum of Australian dollar liabilities from RBA Bulletin Table B.1 and foreign exchange liabilities in Table B.6. Table B.6 provides a breakdown of foreign exchange liabilities into resident and non-resident liabilities. Prior to 1989 a breakdown of Australian dollar liabilities (in Table B.1) into resident and non-resident is unavailable.

Figure 3: Bank derivative activity is calculated from data contained in RBA Bulletin Table B.21 and is on a global consolidated basis. It is calculated from banks' global off-balance sheet activity in foreign exchange, interest rate and other market-related contracts.

Figure 4: Bank credit is defined as the sum of loans and advances by banks to the private sector and bank bills on issue. It is adjusted for breaks in the series. Real rates are calculated using the Treasury measure of underlying CPI inflation.

Figure 5: Net impaired assets for the four major banks are obtained from the Impaired Asset Return and are net of specific provisions. Prior to September 1994 they are reported as Non-performing, Renegotiated and Doubtful Items.

Figure 6: The return on shareholders' funds for major banks is an internal RBA calculation and is on a global basis. Real returns are constructed using the Treasury measure of underlying CPI inflation.

Table 1: Reserve Bank of Australia, internal calculations.

Table 2: Total assets of financial institutions are calculated from data in the RBA Bulletin. They exclude assets of the Reserve Bank of Australia.