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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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
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
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Abstract for RDP 8101T: Overdrafts and Credit Rationing
1 Mar 1981
RDP
8101
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1981/8101t.html
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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
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
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
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
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