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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Australian Banks' Impaired Assets During the 1990s
31 Dec 2001
RDP
2001-06
Over this period the weakest banks became comparatively weaker. Exits from the industry and the overall improvement in banks' credit risk exposure have seen the interquartile range narrow to 0.7 ... Commercial property prices and the share of
https://www.rba.gov.au/publications/rdp/2001/2001-06/australian-banks-impaired-assets-during-the-1990s.html
See 7 more results from "RDP 2001-06"
The Reserve Bank's Approach to Supervising and Assessing Clearing and Settlement Facility Licensees
18 Dec 2023
CCP and SSF Standard 4.2: A central counterparty/securities settlement facility should identify sources of credit risk, routinely measure and monitor credit exposures, and use appropriate risk management tools to ... A central counterparty's rules,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/approach-to-supervising-and-assessing-csf-licensees.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Oct 2010
RBA Annual Report
– 2010
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... Concentration of credit risk. 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/2010/fin-statements/note-15.html
Note 15 – Financial Instruments and Risk | Financial Statements
29 Aug 2011
RBA Annual Report
– 2011
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... Concentration of credit risk. 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/2011/fin-statements/note-15.html
Economic and Financial Research in the Reserve Bank in 1999
10 Jan 2000
Bulletin
– January 2000
Australian banks use ‘Value at Risk’ models as a basis for determining the capital required to cover their market-risk exposure – that is, the risk arising from variability in the value ... The results imply that the risk of bank failure has
https://www.rba.gov.au/publications/bulletin/2000/jan/2.html
Note 15 – Financial Instruments and Risk | Financial Statements
10 Sep 2012
RBA Annual Report
– 2012
The RBA's maximum credit risk exposure in relation to derivative financial instruments is:. ... Concentration of credit risk. 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/2012/fin-statements/note-15.html
June 2013 | Assessment against the Financial Stability Standards for Central Counterparties of LCH.Clearnet Limited's SwapClear Service
9 Mar 2023
Assumption of risk: LCH assumes the counterparty credit risk of SwapClear contracts through novation. ... counterparty credit risk. liquidity risk. general market risk, including concentration, sovereign and wrong-way risks.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2013/lch-assess-2013-06.html
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
The BCBS is currently consulting on an updated methodology for assessing the counterparty credit risk arising from banks' capital exposures to ‘qualifying’ CCPs. ... These requirements are in addition to earlier group governance and risk exposure
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
Financial Stability Risks from Non-bank Financial Intermediation in Australia
18 Apr 2024
Bulletin
– April 2024
Risks to financial stability posed by the non-bank financial intermediation (NBFI) sector in Australia remain relatively contained.
https://www.rba.gov.au/publications/bulletin/2024/apr/financial-stability-risks-from-non-bank-financial-intermediation-in-australia.html
Note 15 – Financial Instruments and Risk
17 Oct 2019
RBA Annual Report
– 2019
The RBA's maximum credit risk exposure to derivative financial instruments is. ... Concentration of credit risk. 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/2019/financial-statements/note-15.html