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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Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
Counterparty credit risk. Opportunities for settlement and exposure netting from central clearing are likely to be limited, although there may be some scope for regulatory capital efficiencies. ... a broad range of counterparties towards concentrating
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
The Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
Submission to the Senate Inquiry into Matters Relating to Credit Card Interest Rates
14 Aug 2015
Submissions
PDF
905KB
Sources: ABS; APRA; RBA. Credit risk to banks. There is relatively limited information available on the risk of credit card lending. ... over all users of credit cards; it is reasonable to assume that banks’ risk models expect lower loss rates.
https://www.rba.gov.au/publications/submissions/financial-sector/pdf/inquiry-matters-relating-to-credit-card-interest-rates-2015-08.pdf
The Australian Debit Card Market: Default Settings and Tokenisation
28 Sep 2023
Consultations
PDF
404KB
factors. • Departing from global EMVCo standards would risk failed transactions and possibly unintended. ... either be practically ineffectual or would risk failed transactions and additional frictions/poor customer.
https://www.rba.gov.au/publications/consultations/202306-issues-paper-australian-debit-card-market/pdf/202309-conclusions-paper-australian-debit-card-market.pdf
Reforms to the Payment Systems (Regulation) Act 1998
1 Dec 2023
Submissions
PDF
446KB
Submission to Consultation on Exposure Draft Legislation
https://www.rba.gov.au/publications/submissions/payments-system/pdf/reforms-to-the-payment-systems-regulation-nov-2023.pdf
Reforms to the Payment Systems (Regulation) Act 1998
20 Dec 2023
Submissions
PDF
306KB
way that best contributes to: controlling risk in the financial system; promoting the efficiency of the. ... that merchants choosing to accept Mastercard or Visa credit cards are not obliged by scheme rules to.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/treasury-consultation-on-reforms-to-the-psra-submission-07-07-2023.pdf
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Submission to Payments System Review
3 Feb 2021
Submissions
PDF
1155KB
smaller and more specialised), and addressing any access, competition or risk issues they raise. ... Mastercard and Visa. Diners Club. Mastercard and Visa credit. Mastercard and Visa debit.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-payments-system-review-01-2021.pdf