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
Reserve Bank of Australia Annual Report 2021
29 Sep 2022
RBA Annual Report
2021
PDF
6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf
Managing Market Risk in Banks
17 Jun 2003
Bulletin
PDF
44KB
In this way they provide a summary measureof the risk exposure generated by a givenportfolio. ... This is a quite separate matter fromthe analysis of any credit risk on the balancesheet (the risk that counterparties maydefault).
https://www.rba.gov.au/publications/bulletin/1996/dec/pdf/bu-1296-1.pdf
Non-dealer Clearing of Over-the-counter Derivatives
27 Mar 2014
Bulletin
PDF
572KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-9.pdf
Reserve Bank of Australia Annual Report 2021 - Financial Statements
29 Sep 2022
RBA Annual Report
2021
PDF
480KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/financial-statements.pdf
The Australian Financial System
24 Sep 2012
FSR
– September 2012
PDF
494KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/aus-fin-sys.pdf
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf
Closing the Infrastructure Finance Gap: Addressing Risk
27 Jul 2014
Conferences
PDF
187KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/schwartz-ruiz-nunez-chelsky.pdf
The Global Financial Environment
18 Nov 2022
FSR
- October 2021
PDF
913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf
RBA Annual Report 2000 - Financial Statements
22 Feb 2001
Annual Report
PDF
610KB
93. Note 17 (continued). The RBA’s maximum credit risk exposure in relation to off-balance sheet items is:. ... $279.0 million on these swap positions. The credit risk exposure of these contracts is the cost of re-establishing.
https://www.rba.gov.au/publications/annual-reports/rba/2000/pdf/fin-statements.pdf
RBA Annual Report - Financial Statements
28 Aug 2001
Annual Report
PDF
344KB
positions. The credit risk exposure of these contracts is the cost of re-establishing the contract. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management.
https://www.rba.gov.au/publications/annual-reports/rba/2001/pdf/fin-statements.pdf