RDP 2013-15: Trends in the Funding and Lending Behaviour of Australian Banks References

Allen J, R Clark and J-F Houde (2011), ‘Discounting in Mortgage Markets’, Bank of Canada Working Paper No 2011–3.

Bannier CE and DN Hänsel (2008), ‘Determinants of European Banks' Engagement in Loan Securitization’, Deutsche Bundesbank Eurosystem Discussion Paper, Series 2: Banking and Financial Studies No 10/2008.

Battellino R and N McMillan (1989), ‘Changes in the Behaviour of Banks and Their Implications for Financial Aggregates’, in I Macfarlane and G Stevens (eds), Studies in Money and Credit, Proceedings of a Conference, Reserve Bank of Australia, pp 124–146.

Broadbent J (2008), ‘Financial Market Innovation in Australia: Implications for the Conduct of Monetary Policy’, in Financial Market Developments and Their Implications for Monetary Policy, BIS Papers No 39, Bank for International Settlements, Basel, pp 114–125.

Calomiris CW and CM Kahn (1991), ‘The Role of Demandable Debt in Structuring Optimal Banking Arrangements’, The American Economic Review, 81(3), pp 497–513.

CGFS (Committee on the Global Financial System) (2010), Funding Patterns and Liquidity Management of Internationally Active Banks, CGFS Papers No 39, Bank for International Settlements, Basel.

CGFS (2013), Asset Encumbrance, Financial Reform and the Demand for Collateral Assets, CGFS Papers No 49, Bank for International Settlements, Basel.

Coffey P (2012), ‘Bank Funding in the New Environment and the Provision of Credit in Australia’, Speech to the Australian Banking + Finance Randstad Leaders Lecture Luncheon, Sydney, 31 August.

Daniel J (2008), ‘A Variable-Rate Loan-Prepayment Model for Australian Mortgages’, Australian Journal of Management, 33(2), pp 277–305.

Davis K (2011), ‘The Australian Financial System in the 2000s: Dodging the Bullet’, in H Gerard and J Kearns (eds), The Australian Economy in the 2000s, Proceedings of a Conference, Reserve Bank of Australia, Sydney, pp 301–348.

Davis K (2013), ‘Funding Australia's Future: From Where Do We Begin?’ Australian Centre for Financial Studies, The Funding Australia's Future Project.

Debelle G (2004), ‘Household Debt and the Macroeconomy’, BIS Quarterly Review, March, pp 51–64.

Debelle G (2013a), ‘Funding the Resources Investment Boom’, Address to the Melbourne Institute Public Economic Forum in Canberra ‘The State of the Australian Economy: Prospects for Growth’, Canberra, 16 April.

Debelle G (2013b), ‘The Impact of Payments System and Prudential Reforms on the RBA's Provision of Liquidity’, Address to the Australian Financial Markets Association (AFMA) and Reserve Bank of Australia (RBA) Briefing, Sydney, 16 August.

Edey M (2010), ‘Competition in the Deposit Market’, Speech to the Australian Retail Deposits Conference, Sydney, 19 May.

Eisenbach TM (2013), ‘Rollover Risk as Market Discipline: A Two-Sided Inefficiency’, Federal Reserve Bank of New York Staff Report No 597, rev April.

Ellis L (2006), ‘Housing and Housing Finance: The View from Australia and Beyond’, RBA Research Discussion Paper No 2006-12.

Ellis L (2010), ‘Recent Developments in the Housing Market and its Financing’, Speech to the Financial Review Residential Property Conference ‘The Business of Housing’, Sydney, 18 May.

Ellis L and D Andrews (2001), ‘City Sizes, Housing Costs, and Wealth’, RBA Research Discussion Paper No 2001-08.

Fabbro D and M Hack (2011), ‘The Effects of Funding Costs and Risk on Banks' Lending Rates’, RBA Bulletin, March, pp 35–41.

Gai P, AG Haldane, S Kapadia and B Nelson (2013), ‘Bank Funding and Financial Stability’, in A Heath, M Lilley and M Manning (eds), Liquidity and Funding Markets, Proceedings of a Conference, Reserve Bank of Australia, Sydney, pp 237–252.

Gizycki M and P Lowe (2000), ‘The Australian Financial System in the 1990s’, in D Gruen and S Shrestha (eds), The Australian Economy in the 1990s, Proceedings of a Conference, Reserve Bank of Australia, Sydney, pp 180–215.

Goggin J, S Holton, J Kelly, R Lydon and K McQuinn (2012), ‘Variable Mortgage Rate Pricing in Ireland’, Central Bank of Ireland Economic Letter Series, 2012(2).

Grant J (2011), ‘Liquidity Transfer Pricing: A Guide to Better Practice’, Australian Prudential Regulatory Authority Working Paper, March.

Kent C, C Ossolinski and L Willard (2007), ‘The Rise of Household Indebtedness’, in C Kent and J Lawson (eds), The Structure and Resilience of the Financial System, Proceedings of a Conference, Reserve Bank of Australia, Sydney, pp 123–163.

Krainer J (2010), ‘Mortgage Choice and the Pricing of Fixed-Rate and Adjustable-Rate Mortgages’, Federal Reserve Bank of San Francisco Economic Letter, 2010-03.

Laker JF (2012), ‘Life in the Slow Lane’, Address to the American Chamber of Commerce in Australia, Melbourne, 11 May.

Lea M (2010), ‘International Comparison of Mortgage Product Offerings’, Special Report, Research Institute for Housing America, Washington.

Littrell C (2011), ‘APRA's Basel III Implementation Rationale and Impacts’, Australian Prudential Regulation Authority Finsia Workshop, Sydney, 23 November.

Lowe P (2012), ‘Bank Regulation and the Future of Banking’, Remarks to the 41st Australian Conference of Economists ‘The Future of Economics: Research, Policy, and Relevance’, Melbourne, 11 July.

Maddock R and P Munckton (2013), ‘Funding Australia's Future: The Future Demand and Supply of Finance’, Australian Centre for Financial Studies, The Funding Australia's Future Project.

Matić M, A Gorajek and C Stewart (2012), ‘Small Business Funding in Australia’, Paper presented at the RBA Small Business Finance Roundtable, Sydney, 22 May.

Panetta F and AF Pozzolo (2010), ‘Why Do Banks Securitize Their Assets? Bank-Level Evidence from Over One Hundred Countries’, Fifth Annual FIRS (Financial Intermediation Research Society) Conference, Florence, 7–9 June.

RBA (Reserve Bank of Australia) (1998), ‘International Comparisons of Bank Branches – An Update’, Submission to the House of Representatives Standing Committee on Financial Institutions and Public Administration, April.

RBA (2011), ‘Parliamentary Joint Committee on Corporations and Financial Services Inquiry into Access for Small and Medium Business to Finance’, Submission to the Parliamentary Joint Committee on Corporations and Financial Services Inquiry into Access for Small and Medium Business to Finance, 7 February.

RBA (2012), Financial Stability Review, September.

RBA (2013), Financial Stability Review, March.

Robertson B and A Rush (2013), ‘Developments in Banks' Funding Costs and Lending Rates’, RBA Bulletin, March, pp 63–70.

Rush A, D Sadeghian and M Wright (2013), ‘Foreign Currency Exposure and Hedging in Australia’, RBA Bulletin, December, pp 49–57.

Ryan C (2007), ‘Some General Observations on the Kangaroo Bond Market’, Address to the ‘Kangaroos: Positioned for Growth’ Conference, Sydney, 29 March.

Uzun H and E Webb (2007), ‘Securitization and Risk: Empirical Evidence on US Banks', Journal of Risk Finance, 8(1), pp 11–23.

Valentine TJ (1984), Money Formation and Interest Rates in Australia, Australian Professional Publications, Sydney.

Ynesta I (2008), ‘Households’ Wealth Composition Across OECD Countries and Financial Risks Borne by Households', OECD Financial Market Trends, 2008/2.