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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Financial Stability Assessment
22 Mar 2024
FSR
– March 2024
Financial Stability Assessment | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/financial-stability-assessment.html
The Australian Financial System
20 Oct 2018
FSR
– October 2018
In the past, this has typically been an indicator of higher perceived near-term credit risk of banks. ... of credit risk between participating financial institutions, and it is available on a 24/7 basis.
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
Financial Intermediaries
10 Mar 2007
FSR
– March 2007
While some of the largest Australian banks are active participants in this market, arranging and underwriting debt issued in these transactions, they typically retain only a portion of the credit risk ... Market-based measures of credit risk also remain
https://www.rba.gov.au/publications/fsr/2007/mar/fin-intermed.html
List of tables
10 Sep 2005
FSR
– September 2005
19.6. (a) Includes Hong Kong and Singapore. Source: APRA. Table 8: Traded Market Risk. ... b) Other market risks include commodity, equity, prepayment, volatility and credit spread risk.
https://www.rba.gov.au/publications/fsr/2005/sep/tables.html
Household and Business Finances
4 Oct 2019
FSR
– October 2019
Graph 2.3. Graph 2.4. Housing credit growth has slowed since mid 2017. ... equity. Moreover, lenders will bear credit losses if borrowers in negative equity default on their loans.
https://www.rba.gov.au/publications/fsr/2019/oct/household-business-finances.html
The Global Financial Environment
6 Apr 2023
FSR
– April 2023
The Global Financial Environment | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/global-financial-environment.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
b) Shareholders' funds in 2006 are reported under IFRS. (c) Other market risks include commodity, equity, prepayment, volatility and credit-spread risk. ... Banks. Capital adequacy. 1. Regulatory capital to risk-weighted assets. 10.2. 11.3.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
List of tables
10 Mar 2005
FSR
– March 2005
Sources: APRA; BIS. Table 8: Market Risk. (a). Per cent of shareholders' funds, four largest banks. ... b) Other market risks include commodity, equity, prepayment, volatility and credit spread risk.
https://www.rba.gov.au/publications/fsr/2005/mar/tables.html
Financial Intermediaries
10 Mar 2006
FSR
– March 2006
suit. Australian banks are also exposed to credit risk through their operations overseas. ... Market indicators of credit risk also suggest a relatively benign outlook.
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html
Box D: The New Payments Platform and Fast Settlement Service
10 Apr 2018
FSR
– April 2018
The speed at which NPP transactions occur and the immediacy of funds availability alter the risk profile of retail payments. ... Immediate settlement also means that financial institutions can make funds available to recipients in real time without
https://www.rba.gov.au/publications/fsr/2018/apr/box-d.html