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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1 Nov 1999
RDP
1999-09
Interestingly, this coincided with the introduction of the Basel risk-based capital adequacy standards. ... primary risk exposure – credit risk – has fallen (see, for example, Ulmer (1997)).
https://www.rba.gov.au/publications/rdp/1999/1999-09/results.html