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
Prudential Supervision | Conference – 1991
21 Jun 1991
Conferences
There has been a good deal of attention to protecting against credit risk. ... It has been reflected in the minimum capital requirements, which are based on credit risk; the “large exposure” standards which aim to limit risk from excessive exposure
https://www.rba.gov.au/publications/confs/1991/thompson.html
Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
Household Leveraging and Deleveraging
13 Dec 2012
Research Workshop
PDF
718KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/primiceri.pdf
Competition and the Phillips Curve
19 Dec 2023
Research Workshop
PDF
833KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-fujiwara-matsuyama.pdf
The Australian Financial System in the 1990s | Conference – 2000
21 Jun 1990
Conferences
The result was extremely strong credit growth secured against increasingly overvalued commercial property. ... Instead, banks are providing an ever-expanding range of risk intermediation and other financial services.
https://www.rba.gov.au/publications/confs/2000/gizycki-lowe.html
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
Research Workshop – 2019
13 Dec 2019
Research Workshop
The Reserve Bank of Australia 2019 research workshop, 'Quantitative Macroeconomics'
https://www.rba.gov.au/publications/workshops/research/2019/
Regulatory Competition and the “Generic” Financial-Services Firm | Conference – 1991
21 Jun 1991
Conferences
In its glory days financial deregulation was given too much credit; today it is receiving too much blame. ... Because of regulatory lags, underpriced opportunities for shifting risk onto governmental guarantors are especially great for innovative
https://www.rba.gov.au/publications/confs/1991/kane.html
Banking in the 21st Century: The Transformation of an Industry
7 Dec 2006
Conferences
PDF
100KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/llewellyn.pdf
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
Asset price inflation and an expanding demand for credit played a role in both episodes, with these institutions being active lenders at the more speculative end of the risk spectrum. ... In this way, they perform the lending and credit assessment
https://www.rba.gov.au/publications/confs/1996/edey-gray.html