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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Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
Counterparty credit risk. Opportunities for settlement and exposure netting from central clearing are likely to be limited, although there may be some scope for regulatory capital efficiencies. ... a broad range of counterparties towards concentrating
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
Credit and Money | Chart Pack
6 Sep 2023
Chart Pack
A set of graphs on Credit and Money from the Chart Pack
https://www.rba.gov.au/chart-pack/credit-money.html
Consultations
23 May 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
Data Availability
25 Mar 2024
Chart Pack
Data availability for graphs included in the Bank's monthly ‘Chart Pack’
https://www.rba.gov.au/chart-pack/data-availability.html
The Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
Chart Pack
6 Sep 2023
Chart Pack
A set of graphs, updated monthly, summarising macroeconomic and financial market trends in Australia and information about developments for our main trading partners
https://www.rba.gov.au/chart-pack/
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
To establish aconnection between MP and credit markets, models must have features by which MP impacts credits. ... However, reductions in intermediary net worth can reduce the supply of money andthereby increase exposure to idiosyncratic risk.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf