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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Note 15 – Financial Instruments and Risk | Financial Statements
12 Sep 2014
RBA Annual Report
– 2014
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/2014/fin-statements/note-15.html
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
Reserve Bank of Australia Annual Report 2018
10 Feb 2020
RBA Annual Report
2018
PDF
8962KB
https://www.rba.gov.au/publications/annual-reports/rba/2018/pdf/2018-report.pdf
Note 15 – Financial Instruments and Risk | Financial Statements
25 Sep 2017
RBA Annual Report
– 2017
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/2018/financial-statements/note-15.html
Developments in the Clearing and Settlement Industry
8 Oct 2023
PSB Annual Report
- 2023
PDF
756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf
Reserve Bank of Australia Annual Report 2019 - Financial Statements
14 Oct 2019
RBA Annual Report
2019
PDF
790KB
https://www.rba.gov.au/publications/annual-reports/rba/2019/pdf/financial-statements.pdf
Note 15 – Financial Instruments and Risk | Financial Statements
16 Oct 2015
RBA Annual Report
– 2015
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/2015/fin-statements/note-15.html
RBA Annual Report - Financial Statements
3 Sep 2003
Annual Report
PDF
163KB
96 RESERVE BANK OF AUSTRALIA. NOTE 18 CONTINUED. The RBA’s maximum credit risk exposure in relation to off-balance sheet items is:. ... Concentration of credit risk. The RBA operates to minimise its credit risk exposure through comprehensive risk
https://www.rba.gov.au/publications/annual-reports/rba/2003/pdf/fin-statements.pdf
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
Reserve Bank of Australia Annual Report 2017 - Financial Statements
12 Sep 2017
RBA Annual Report
2017
PDF
1967KB
https://www.rba.gov.au/publications/annual-reports/rba/2017/pdf/financial-statements.pdf