RDP 2001-06: The Effect of Macroeconomic Conditions on Banks' Risk and Profitability Appendix A: Data
September 2001
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Banking Data
Quarterly panel
| Bank | Sample period |
|---|---|
| Adelaide Bank | March 1994–September 1999 |
| Advance Bank Australia | June 1990–December 1996 |
| Arab Bank Australia | September 1994–September 1999 |
| Australia and New Zealand Banking Group | June 1990–September 1999 |
| Bankers Trust Australia | June 1990–September 1999 |
| Bank of America Australia | June 1990–September 1995 |
| Bank of China | June 1990–September 1999 |
| Bank of Melbourne | June 1990–September 1997 |
| Bank of New Zealand | June 1990–December 1992 |
| Bank of Queensland | September 1990–September 1999 |
| Bank of Singapore (Australia) | June 1990–June 1996 |
| Bank of South Australia | June 1990–June 1995 |
| Bank of Tokyo – Mitsubishi (Australia) | June 1990–September 1999 |
| Bank of Western Australia (BankWest) | June 1990–September 1999 |
| Banque Nationale de Paris | June 1990–December 1996 |
| Barclays Bank PLC | March 1994–December 1996 |
| Bendigo Bank | September 1995–September 1999 |
| Challenge | June 1990–September 1995 |
| Citibank | June 1990–September 1999 |
| Colonial State Bank | June 1990–September 1999 |
| Commonwealth Bank of Australia | June 1990–September 1999 |
| Deutsche Bank AG | June 1990–December 1996 |
| HSBC Bank Australia | June 1990–September 1999 |
| IBJ Australia Bank | June 1990–September 1999 |
| ING Bank (Australia) | December 1994–September 1999 |
| Lloyds Bank NZA Ltd | June 1990–December 1996 |
| Macquarie Bank | June 1990–September 1999 |
| Mitsubishi Bank of Australia | June 1990–March 1996 |
| National Australia Bank | June 1990–September 1999 |
| NatWest Markets Australia | June 1990–December 1997 |
| Standard Chartered Bank Australia | June 1990–September 1999 |
| St. George Bank | September 1992–September 1999 |
| Suncorp-Metway | June 1990–September 1999 |
| Trust Bank | June 1990–September 1999 |
| Westpac Banking Corporation | June 1990–September 1999 |
Source: Data reported to the Reserve Bank (up until July 1998) and APRA (thereafter). |
|
Annual panel
| Bank | Sample period | |
|---|---|---|
| Advance Bank Australia | 1986–1996 | Acquired by St. George Bank |
| Australia and New Zealand Banking Group(a) | 1960–1999 |
|
| Australian Bank | 1982–1988 | Acquired by State Bank of Victoria |
| Australian Resources Development Bank(a) | 1968–1989 |
Acquired by National Australia Bank |
| Bankers Trust Australia(a) | 1987–1998 | Acquired by Deutsche Bank |
| Bank of America Australia(a) | 1960–1977 | Acquired by ANZ |
| Bank of America Australia | 1986–1994 | |
| Bank of Melbourne | 1990–1997 | Acquired by Westpac |
| Bank of Queensland(a) | 1960–1999 |
Prior to 1970 operated as Brisbane Permanent Building and Banking Company |
| Bank of Singapore (Australia) | 1987–1995 | |
| Bank of Tokyo – Mitsubishi (Australia) | 1986–1998 |
Prior to 1995 operated as the Bank of Tokyo |
| Bank of Western Australia(a) | 1960–1999 |
Prior to 1994 operated as the Rural and Industries Bank of Western Australia |
| Challenge | 1987–1994 | Acquired by Westpac |
| Citibank(a) | 1986–1998 | |
| Colonial State Bank(a) | 1960–1998 |
Prior to 1996 operated as the State Bank of New South Wales |
| Commercial Bank of Australia(a) | 1960–1981 | Merged with Bank of New South Wales |
| Commercial Banking Company of Sydney(a) | 1960–1981 |
Merged with National Australia Bank |
| Commonwealth Bank of Australia(a) | 1960–1999 | |
| HSBC Bank Australia(a) | 1987–1998 | |
| IBJ Australia Bank (a) | 1987–1998 | |
| Launceston Bank for Savings(a) | 1960–1986 |
Merged with Tasmania Building Society to form Tasmania Bank |
| Lloyds Bank NZA | 1986–1995 | |
| Macquarie Bank(a) | 1986–1999 | |
| Mitsubishi Bank of Australia | 1986–1995 | Merged with Bank of Tokyo |
| National Australia Bank(a) | 1960–1999 | |
| National Mutual Royal Bank | 1986–1989 | |
| NatWest Markets Australia | 1986–1996 | |
| Primary Industry Bank of Australia | 1979–1987 |
Acquired by Rural and Industries Bank of Western Australia |
| The Savings Bank of Tasmania(a) | 1960–1990 |
Merged with Tasmania Bank to form Trust Bank |
| St. George Bank | 1993–1998 | |
| Standard Chartered Bank Australia(a) | 1987–1998 | |
| State Bank of South Australia(a) | 1960–1992 | |
| State Bank of Victoria(a) | 1960–1990 | Acquired by Commonwealth Bank |
| Suncorp-Metway | 1989–1999 | |
| Trust Bank | 1991–1998 | Acquired by Colonial State Bank |
| Westpac Banking Corporation(a) | 1960–1999 |
Prior to 1982 operated as the Bank of New South Wales |
(a) Included in panel regression. Source: Annual reports |
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Macroeconomic Data
Quarterly data
Share of interest in corporate income: Net interest payments of private, non-financial corporations as a share of private, non-financial corporations' gross operating surplus.
Source: Australian National Accounts: National Income, Expenditure and Product, ABS Cat No 5206.0.
Share of interest in household income: Household disposable income, interest payments – consumer and housing.
Sources: ABS Cat No 5206.0; ABS unpublished data.
Real credit growth: Seasonally adjusted credit deflated by the gross domestic product implicit price deflator – 1997/98=100, quarterly growth rate.
Sources: Reserve Bank of Australia Bulletin Table D.2; ABS Cat No 5206.0.
Real GDP growth: Gross domestic product – expenditure, average 1997/98 prices, seasonally adjusted, chain-linked, quarterly growth rate.
Source: ABS Cat No 5206.0.
Real interest rate: 90-day bank bill rate deflated using the private consumption deflator over the previous four quarters.
Sources: Reserve Bank of Australia Bulletin Table F.1; ABS Cat No 5206.0.
Commercial property price inflation: Quarterly growth in the implied price index derived from changes in the value of property assets held by property trusts.
Source: ABS Cat No 5645.0.
Share of construction in GDP: Private gross fixed capital expenditure (seasonally adjusted) as share of gross domestic product – expenditure (seasonally adjusted).
Source: ABS Cat No 5206.0.
Share of construction (excluding property trust purchases) in GDP: Private gross fixed capital expenditure (seasonally adjusted) less gross purchases of property by listed and unlisted unit trusts as share of gross domestic product – expenditure (seasonally adjusted).
Sources: ABS Cat No 5206.0; ABS Cat No 5645.0.
Annual data
Share of interest in corporate income: Net interest payments of private, non-financial corporations over the financial year as a share of private, non-financial corporations' gross operating surplus.
Source: ABS Cat No 5206.0.
Real credit growth: Seasonally adjusted credit deflated by the gross domestic product implicit price deflator – 1997/98=100, financial year year-on-year growth.
Sources: Reserve Bank of Australia Bulletin Table D.2; Foster (1996); ABS Cat No 5206.0.
Residential property price inflation: Growth in annual (financial year) average price index.
Sources: March 1960–December 1969, Treasury; March 1970–December 1981, Abelson (1983); March 1982–June 1986, Real Estate Institute of Australia; September 1986–December 1999, ABS.
Real GDP growth: Gross domestic product – expenditure, average 1997/98 prices, seasonally adjusted, chain-linked, financial year year-on-year growth.
Source: ABS Cat No 5206.0.
Real interest rate: 10-year treasury bonds, end June, deflated using the consumer price index over the previous year.
Sources: Reserve Bank of Australia Bulletin Table F.2; Foster (1996).
Share of construction in GDP: Private gross fixed capital expenditure over the financial year (seasonally adjusted) as share of gross domestic product – expenditure (seasonally adjusted).
Source: ABS Cat No 5206.0.