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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Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
The Australian Financial System
10 Sep 2009
FSR
– September 2009
Despite the recovery in activity, the scale of risk exposure assumed by the central counterparties supporting the equities and futures markets has declined. ... One measure of risk exposure is the value of margin held by the central counterparties in
https://www.rba.gov.au/publications/fsr/2009/sep/aus-fin-sys.html
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf
The Australian Financial System
24 Sep 2012
FSR
– September 2012
PDF
494KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/aus-fin-sys.pdf
Collateralised Debt Obligations in Australia
10 Sep 2005
FSR
– September 2005
In the simplest form of a CDO, this credit risk exposure is generated in the same way as for any asset-backed security (ABS): the CDO is backed by outright holdings ... Rather than directly holding a pool of corporate debt as collateral, an equivalent
https://www.rba.gov.au/publications/fsr/2005/sep/collateral-debt.html
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
6 Apr 2023
FSR
– April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html
The Global Financial Environment
18 Nov 2022
FSR
- October 2021
PDF
913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf
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
Financial Intermediaries
10 Mar 2004
FSR
– March 2004
Another aspect of credit risk is the concentration of lending to particular clients. ... This risk exposure, however, remains small in comparison to their credit risk exposures.
https://www.rba.gov.au/publications/fsr/2004/mar/fin-intermed.html
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