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.
Search Results
The Domestic and International Effects of Financial Deregulation
21 Jul 2007
Research Workshop
PDF
540KB
International Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2007/ghironi.pdf
Research Workshop – 2012
14 Dec 2012
Research Workshop
The Reserve Bank of Australia 2012 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2012/
Household Leverage and the Recession
19 Dec 2019
Research Workshop
PDF
1138KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-jones.pdf
The Rise of Niche Consumption
19 Dec 2019
Research Workshop
PDF
799KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-vavra.pdf
Research Workshop – 2011
16 Dec 2011
Research Workshop
The Reserve Bank of Australia 2011 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2011/
Research Workshop – 2013
13 Dec 2013
Research Workshop
The Reserve Bank of Australia 2013 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2013/
Research Workshop – 2010
14 Dec 2010
Research Workshop
The Reserve Bank of Australia 2010 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2010/
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...
20 Nov 2018
Research Workshop
PDF
691KB
risk premia and whether transmission occurs through changes incurrent rates or information effects (cf. ... In order to distinguish between different types of prepayment as well as to measure additionalindividual level outcomes and covariates, we
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf
Research Workshop – 2007
18 Dec 2007
Research Workshop
The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2007/
Research Workshop – 2009
15 Dec 2009
Research Workshop
The Reserve Bank of Australia 2009 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2009/