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.
Search Results
List of tables
10 Mar 2006
FSR
– March 2006
Sources:ABS; APM; RBA; REIA; Residex. Table 4: Personal Credit. Per cent. Component. ... b) Other market risks include commodity, equity, prepayment, volatility and credit-spread risk.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html
The Australian Financial System
10 Sep 2007
FSR
– September 2007
risk, rather than concerns about the credit quality of Australian institutions or mortgage-backed securities. ... Banks are also exposed to credit risk through their operations overseas.
https://www.rba.gov.au/publications/fsr/2007/sep/aus-fin-sys.html
Insights into the Impact of Payment Systems Reforms | Results of the Reserve Bank of Australia's 2010 Consumer Payments Use Study June 2011 …
7 Jun 2011
Consultations
Only 36 per cent of consumers indicated they would choose to continue using their MasterCard/Visa credit card. ... Only individuals who owned a MasterCard or Visa credit card were required to respond to this question.
https://www.rba.gov.au/publications/consultations/201106-strategic-review-innovation/results/impact-payment-systems-reforms.html
List of tables
10 Sep 2007
FSR
– September 2007
March 2007, per cent. Share of banks'. total business credit. Year-ended growth. ... 0.6. 1. Credit card receivables. 0.5. 1. Other. 2.0. 3. Total.
https://www.rba.gov.au/publications/fsr/2007/sep/tables.html
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
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities | Consultations
24 Nov 2023
Consultations
Consultation on Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities - November 2023
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/