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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Credit Ratings and Market Dynamics
10 Apr 2004
Bulletin
– April 2004
These regulatory arrangements, and the fact that increasingly banks are benchmarking their own credit risk assessments against ratings from the agencies, may strengthen the influence of ratings on banks' willingness to ... Standard & Poor's (2002),
https://www.rba.gov.au/publications/bulletin/2004/apr/2.html
New Measures of Credit Risk
10 Jul 2003
Bulletin
– July 2003
Credit wrapping provides a buffer between the credit risk of the bond issuer and the bond itself. ... Bulletin. Table F.3. Footnotes. See ‘Credit Risk Transfer Markets: An Australian Perspective’, Reserve Bank of Australia.
https://www.rba.gov.au/publications/bulletin/2003/jul/2.html
January | 2024
25 Jan 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/jan/
Bulletin Articles – 1989
9 Mar 2023
Bulletin
The Reserve Bank Bulletin is a monthly publication that contains economic commentary, feature articles, speeches and a set of statistical tables
https://www.rba.gov.au/publications/bulletin/1989/
Loan Approvals, Repayments and Housing Credit Growth
10 Jul 2007
Bulletin
– July 2007
full loan repayments. – redraws. – increases in borrowing through refinancing and lines of credit. ... This series will not represent the total effect of refinancing on credit growth.
https://www.rba.gov.au/publications/bulletin/2007/jul/1.html
Explanatory Note on Provision of Owner-occupier and Investor Housing Credit Data
10 Apr 2008
Bulletin
– April 2008
Bulletin – April 2008 Explanatory Note on Provision of Owner-occupier and Investor Housing Credit Data. ... It gives some background to the publication of owner-occupier and investor housing credit on that date.
https://www.rba.gov.au/publications/bulletin/2008/apr/6.html
2024
18 Jan 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/
Credit Risk Transfer Markets: An Australian Perspective
10 May 2003
Bulletin
– May 2003
So at one level, the attraction of CRT instruments lies in the tools they provide banks for more effectively controlling credit risk: credit default swaps can be used to ‘buy protection’ ... For example, the transfer of credit risk may lessen the
https://www.rba.gov.au/publications/bulletin/2003/may/2.html
Abstract for The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
963. KB. The Australian credit default swap (CDS) market has been increasingly used by financial institutions to trade and manage credit risk. ... As a result, there has been greater use of the market as a source of credit risk pricing information.
https://www.rba.gov.au/publications/bulletin/2011/dec/bu-1211-6a.html
Australia's Financial Relationship with the International Monetary Fund
10 Dec 2012
Bulletin
– December 2012
Graph 4. Like the Reserve Bank's foreign exchange reserves, which are claims on highly rated sovereigns and supranational institutions, Australia's lending to the IMF involves low credit risk. ... However, to counter the additional risk, these programs
https://www.rba.gov.au/publications/bulletin/2012/dec/8.html