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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Liquidity in Fixed Income Markets
16 Jun 2016
Bulletin
– June 2016
Fixed income markets in many jurisdictions have been going through a period of change, resulting in a debate as to whether they are continuing to function effectively, or will function effectively in times of stress. Changes in dealer business
https://www.rba.gov.au/publications/bulletin/2016/jun/7.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
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
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
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
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
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
Note 15 – Financial Instruments and Risk | Financial Statements
12 Sep 2014
RBA Annual Report
– 2014
The RBA's maximum credit risk exposure in relation 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/2014/fin-statements/note-15.html