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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Note 17 – Financial Instruments | Financial Statements
24 Aug 2001
RBA Annual Report
– 2001
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2001/fin-statements/note-17.html
Note 17 – Financial Instruments | Financial Statements
3 Aug 2000
RBA Annual Report
– 2000
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2000/fin-statements/note-17.html
Fiscal, Monetary and Macroprudential Regimes: Incentives-Values Compatibility in Constitutional Democracies
28 Dec 2022
Conferences
PDF
375KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-tucker.pdf
Reserve Bank of Australia Annual Report 2023
18 Oct 2023
RBA Annual Report
- 2023
PDF
402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf
Financial Stability Review - September 2005
26 Sep 2005
FSR
- September 2005
PDF
494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf
Recent Developments in Collateralised Debt Obligations in Australia
10 Nov 2007
Bulletin
– November 2007
Because they are issued against a pool of assets, CDOs typically have exposure to the credit risk of a number of different borrowers, whereas a bond entails an exposure to a ... A cash CDO is one where the underlying portfolio consists of physical loans,
https://www.rba.gov.au/publications/bulletin/2007/nov/1.html
Notes to and Forming Part of the Financials Statements
9 Aug 2023
RBA Annual Report
- 2022
PDF
284KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/notes.pdf
A Banker's Perspective on the Future of the Financial System
7 Dec 2006
Conferences
PDF
35KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/ferguson-w.pdf
Risk and the Transformation of the Australian Financial System | Conference – 2007
20 Aug 2007
Conferences
This should be supportive of financial stability to the extent that it disperses credit risk more widely. ... While securitisation allows for the transfer of credit risk, the banks' primary objective in securitising housing loans has been to fund more
https://www.rba.gov.au/publications/confs/2007/ryan-thompson.html
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf