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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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 Review April 2016
15 Apr 2016
FSR
April 2016
PDF
1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf
Box B: Recent Trends in Personal Credit
10 Apr 2018
FSR
– April 2018
Other revolving credit, which largely represents margin lending to purchase equities or other financial assets, has been declining gradually over time due to reduced risk appetite post the financial crisis and ... Footnotes. Around 75 per cent of total
https://www.rba.gov.au/publications/fsr/2018/apr/box-b.html
Box A: Credit Card Indicators
10 Sep 2004
FSR
– September 2004
Indeed, financial institutions often use data on credit card arrears, cash advances and repayments to assess the credit risk of individual borrowers. ... Consistent aggregate data on credit card loans past due are only available from 2002.
https://www.rba.gov.au/publications/fsr/2004/sep/box-a.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
Further increasing operational complexity has been the bilateral counterparty risk management of market participants. ... While credit derivative indices are likely to meet these prerequisites, single-name CDS pose more challenges, partly because of
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
Resilience of Australian Households and Businesses
6 Oct 2023
FSR
– October 2023
Resilience of Australian Households and Businesses | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/household-business-finances-in-australia.html
Box B: Recent Trends in Personal Credit
10 Feb 2020
FSR
April 2018
PDF
640KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-b.pdf
Household and Business Finances
8 Apr 2022
FSR
– April 2022
supply of credit to new borrowers who are most susceptible to finding difficulty in making repayments. ... An ICR below 2 has historically been associated with an increased risk of insolvency.
https://www.rba.gov.au/publications/fsr/2022/apr/household-business-finances.html