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21–30 of 6,257 search results for credit risk/exposure

RBA Glossary definition for credit risk/exposure

credit risk/exposure – The risk that a counterparty will not settle an obligation for full value, either when due or thereafter. In 'exchange-for-value' systems, the risk is generally defined to include replacement risk (the risk of having to replace a contract at a potentially unfavourable price) and principal risk.

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Robust Design Principles for Monetary Policy Committees | Conference – 2018

12 Apr 2018 Conferences
David Archer and Andrew T Levin
Risk management necessarily involves questioning standard assumptions and encouraging outside-the-box thinking. ... Against that background, the experiences of many central banks over recent decades highlight two basic types of risk exposure in monetary
https://www.rba.gov.au/publications/confs/2018/archer-levin.html

The Australian Financial System

10 Mar 2010 FSR – March 2010
Given concerns about sovereign credit risk in smaller European countries, it is worth noting that Australian bank exposures to these countries are very small (Table 4). ... Mark-to-market margin has similarly declined. The central counterparties also
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html

Structural Features of Australian Residential Mortgage-backed Securities

18 Jun 2015 Bulletin – June 2015
Ivailo Arsov, In Song Kim and Karl Stacey
This article provides a summary of structural features typically found in Australian residential mortgage-backed securities and their evolution over the past decade. Understanding the structural features of the securities is essential to the
https://www.rba.gov.au/publications/bulletin/2015/jun/6.html

Note 16 | Financial Statements

4 Sep 2008 RBA Annual Report – 2008
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-16.html

Note 15 – Financial instruments | Financial Statements

30 Jun 1998 RBA Annual Report – 1998
The Bank's maximum credit risk exposure in relation to off balance sheet items is:. ... Concentration of credit risk. The Bank operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/1998/fin-statements/note-15.html

Box D: Trade Compression

20 Apr 2016 FSR – April 2016
The process, which can be applied to both bilateral and centrally cleared trades, leaves each counterparty's market risk exposure unchanged (or within a pre-defined range). ... Reforms to counterparty credit risk capital requirements provide another
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html

CCPs and Banks: Different Risks, Different Regulations

17 Dec 2015 Bulletin – December 2015
David Hughes and Mark Manning
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html

Trading in Treasury Bond Futures Contracts and Bonds in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html

Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences
Richard Dale
The traditional approach has been to focus primarily on the risk to investors. ... Finally, concerns about counterparty risk do not provide a strong case for official regulation.
https://www.rba.gov.au/publications/confs/1996/dale.html

Results

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Interestingly, this coincided with the introduction of the Basel risk-based capital adequacy standards. ... primary risk exposure – credit risk – has fallen (see, for example, Ulmer (1997)).
https://www.rba.gov.au/publications/rdp/1999/1999-09/results.html
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