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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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Reform of Credit Card Schemes in Australia

18 Mar 2002 Media Releases
Submissions from credit card schemes, banks and other deposit-taking institutions on the proposed reforms to credit card schemes in Australia
https://www.rba.gov.au/media-releases/2002/mr-02-07.html

Credit and Monetary Policy: An Australian SVAR

1 Sep 2005 RDP 2005-06
Leon Berkelmans
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
See 8 more results from "RDP 2005-06"

Abstract for RDP 8101T: Overdrafts and Credit Rationing

1 Mar 1981 RDP 8101
M.A. Beck and M.W. Butlin
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1981/8101t.html
See 1 more results from "RDP 8101"

Reform of Credit Card Schemes in Australia

19 Sep 2003 Media Releases
Announces that the RBA welcomes today's decision by the Federal Court which dismissed an application by Visa International and MasterCard International challenging credit card reforms. The Court's decision clears the way for the final implementation
https://www.rba.gov.au/media-releases/2003/mr-03-12.html

The Credit Growth Limits

1 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
The risk environment that led to the policies is described in most detail by RBA (2018). ... The letter states that:. … annual investor [housing] credit growth materially above a benchmark of 10 per cent will be an important risk indicator that
https://www.rba.gov.au/publications/rdp/2021/2021-07/the-credit-growth-limits.html
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Appendix C: Credit Card Holding and Rewards Program Membership

11 Sep 2015 RDP 2015-03
Tai Lam and Crystal Ossolinski
RDP 2015-03: The Value of Payment Instruments: Estimating Willingness to Pay and Consumer Surplus Appendix C: Credit Card Holding and Rewards Program Membership. ... Holds a credit card. Member of rewards program. Coefficient. Marginal effect.
https://www.rba.gov.au/publications/rdp/2015/2015-03/appendix-c.html
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Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
signs of elevated credit risk. ... This is a simplification for modelling purposes. Higher provisions might be expected in a scenario in which credit risk is elevated, since banks are unlikely to assume this risk fully unwinds
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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Credit Exposure

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Calculating the current credit exposure on an interest rate swap or an FRA is relatively straightforward. ... To collapse these time paths into a single credit exposure number the maximum exposure is taken.
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

13 Feb 2024 RDP PDF 1260KB
exposure to the channels through which monetary policy affects innovation. These channels include. ... 5.2 The credit constraint channel 13. 6. Macroeconomic Effects on Productivity 16.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf

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