Search: 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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RBA Annual Report 2000 - Financial Statements
22 Feb 2001
Annual Report
PDF
610KB
93. Note 17 (continued). The RBA’s maximum credit risk exposure in relation to off-balance sheet items is:. ... $279.0 million on these swap positions. The credit risk exposure of these contracts is the cost of re-establishing.
https://www.rba.gov.au/publications/annual-reports/rba/2000/pdf/fin-statements.pdf
Financial Flows and Infrastructure Financing
27 Jul 2014
Conferences
PDF
3397KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/conf-vol-2014.pdf
Financial Stability Review - March 2013
26 Mar 2013
FSR
- March 2013
PDF
2327KB
https://www.rba.gov.au/publications/fsr/2013/mar/pdf/0313.pdf
Reserve Bank of Australia Annual Report 1998 - Financial Statements
24 Oct 2013
RBA Annual Report
1998
PDF
102KB
https://www.rba.gov.au/publications/annual-reports/rba/1998/pdf/financial-statements.pdf
The Structure and Resilience of the Financial System: Proceedings of a Conference
22 Nov 2007
Conferences
PDF
1636KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/conf-vol-2007.pdf
Robust Design Principles for Monetary Policy Committees
10 Feb 2020
Conferences
PDF
1517KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-archer-levin.pdf
Trading in Treasury Bond Futures Contracts and Bonds in Australia
17 Sep 2014
Bulletin
September Quarter 2014
PDF
219KB
https://www.rba.gov.au/publications/bulletin/2014/sep/pdf/bu-0914-6.pdf
US Dollar Debt of Emerging Market Firms
15 Dec 2015
Bulletin
December Quarter 2015
PDF
307KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-6.pdf
Reserve Bank of Australia Annual Report 2020 - Financial Statements
14 Oct 2020
Annual Report
PDF
773KB
15 Financial Instruments and Risk 197. 16 Fair Value 205. 17 Subsequent Events 206. ... Gold borrowed under a swap agreement is not recognised on the RBA’s balance sheet as the predominant risk and reward of ownership, including exposure to any
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/financial-statements.pdf
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf