Search: credit risk/exposure

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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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Note 16 | Financial Statements

20 Aug 2009 RBA Annual Report – 2009
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2009/fin-statements/note-16.html

Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications

6 Apr 2023 FSR – April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html

Note 15 – Financial Instruments and Risk | Financial Statements

25 Sep 2017 RBA Annual Report – 2017
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2017/financial-statements/note-15.html

Financial Intermediaries

10 Mar 2004 FSR – March 2004
Another aspect of credit risk is the concentration of lending to particular clients. ... This risk exposure, however, remains small in comparison to their credit risk exposures.
https://www.rba.gov.au/publications/fsr/2004/mar/fin-intermed.html

Note 15 – Financial Instruments and Risk

12 Apr 2020 RBA Annual Report – 2020
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html

Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

Note 15 – Financial Instruments and Risk | Financial Statements

24 Oct 2016 RBA Annual Report – 2016
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2016/financial-statements/note-15.html

Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html

The Global Financial Environment

10 Sep 2010 FSR – September 2010
Difficult conditions also persist for insurance market segments with housing exposure such as US lenders' mortgage insurers and US monoline insurers. ... Authorities also instigated the EU banking sector stress test exercise (discussed in the section on
https://www.rba.gov.au/publications/fsr/2010/sep/global-fin-env.html

US Dollar Debt of Emerging Market Firms

17 Dec 2015 Bulletin – December 2015
Sasha Kofanova, Aaron Walker and Eden Hatzvi
US dollar-denominated borrowings by emerging market (EM) corporations have increased rapidly in recent years, raising concerns about possible currency mismatch risk. This article uses firm-level data from the top 100 EM corporate bond issuers and
https://www.rba.gov.au/publications/bulletin/2015/dec/6.html