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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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
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
With assessed market risk standing at just 1 per cent of risk-weighted assets, the banks' market risk exposures are small relative to the credit risk they carry. ... While financial markets continue to regard the banks as having low credit risk, they
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.html
Developments in the Financial System Architecture
10 Sep 2013
FSR
– September 2013
The BCBS is currently consulting on an updated methodology for assessing the counterparty credit risk arising from banks' capital exposures to ‘qualifying’ CCPs. ... These requirements are in addition to earlier group governance and risk exposure
https://www.rba.gov.au/publications/fsr/2013/sep/dev-fin-sys-arch.html
Consultations
23 May 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
Box B: Recent Trends in Personal Credit
10 Apr 2018
FSR
– April 2018
Other revolving credit, which largely represents margin lending to purchase equities or other financial assets, has been declining gradually over time due to reduced risk appetite post the financial crisis and ... Footnotes. Around 75 per cent of total
https://www.rba.gov.au/publications/fsr/2018/apr/box-b.html
Box A: Credit Card Indicators
10 Sep 2004
FSR
– September 2004
Indeed, financial institutions often use data on credit card arrears, cash advances and repayments to assess the credit risk of individual borrowers. ... Consistent aggregate data on credit card loans past due are only available from 2002.
https://www.rba.gov.au/publications/fsr/2004/sep/box-a.html
Attachment 1 | A Variation to the Surcharging Standards: A Consultation Document | Consultations
10 Dec 2011
Consultations
merchant’ means a merchant in Australia that accepts a credit card for payment for goods or services;. ... a merchant from charging a Visa Debit cardholder any fee or surcharge for a credit card transaction:.
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-1.html
Attachment 2 | A Variation to the Surcharging Standards: A Consultation Document December 2011 | Consultations
10 Dec 2011
Consultations
2004, and to the Visa credit card system operated within Australia which was designated as a payment system on 12 April 2001. ... merchant’ means a merchant in Australia that accepts a Visa Debit card or Visa credit card for payment for goods or
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-2.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
Further increasing operational complexity has been the bilateral counterparty risk management of market participants. ... While credit derivative indices are likely to meet these prerequisites, single-name CDS pose more challenges, partly because of
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html