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 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
FSR Developments in the Financial System
10 Sep 2008
FSR
– September 2008
most appropriate regulation of credit products, such as credit cards and personal loans. ... to allow investors to compare the relative risk and return of unlisted property scheme investments.
https://www.rba.gov.au/publications/fsr/2008/sep/dev-sys-infra.html
The Australian Financial System
10 Mar 2013
FSR
– March 2013
Credit risk is therefore one of the main sources of risk facing the banking system and a key focus of financial stability analysis. ... This will reduce the credit exposure that can arise when payments are posted to customer accounts ahead of interbank
https://www.rba.gov.au/publications/fsr/2013/mar/aus-fin-sys.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
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
The Australian Financial System
10 Sep 2014
FSR
– September 2014
Probabilities of default (PDs) are derived from the internal credit risk models of those banks authorised by APRA to use these models to calculate their minimum regulatory capital requirement.) The share ... The credit risk component, which accounts for
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
Financial Intermediaries
10 Sep 2006
FSR
– September 2006
Australian-owned banks are also exposed to credit risk through their overseas operations, with foreign exposures increasing by around 11 per cent over the past six months, to stand at ... Market-based indicators of bank credit risk have also edged up
https://www.rba.gov.au/publications/fsr/2006/sep/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
Box A: Asset Performance in the Chinese Banking Sector
20 Apr 2016
FSR
– April 2016
As credit growth has slowed – albeit to levels still well above nominal GDP growth – this effect has waned, placing upward pressure on NPL ratios (Graph A3). ... While these loans are considered to be performing loans in China, they are likely to be
https://www.rba.gov.au/publications/fsr/2016/apr/box-a.html
Overview
20 Oct 2018
FSR
– October 2018
Global financial market volatility and risk premia could rise for a range of reasons. ... Directly, this does not appear to be a large risk to the financial system.
https://www.rba.gov.au/publications/fsr/2018/oct/overview.html