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
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
5 Jun 2013
RDP
2013-05
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-05.html
See 14 more results from "RDP 2013-05"
The Role of Credit Supply in the Australian Economy
6 Jun 2012
RDP
2012-02
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-02.html
See 10 more results from "RDP 2012-02"
Credit and Monetary Policy: An Australian SVAR
1 Sep 2005
RDP
2005-06
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
See 8 more results from "RDP 2005-06"
Abstract for RDP 8101T: Overdrafts and Credit Rationing
1 Mar 1981
RDP
8101
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1981/8101t.html
See 1 more results from "RDP 8101"
Credit Exposure
1 Dec 1994
RDP
9409
Calculating the current credit exposure on an interest rate swap or an FRA is relatively straightforward. ... To collapse these time paths into a single credit exposure number the maximum exposure is taken.
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
See 12 more results from "RDP 9409"
Appendix C: Credit Card Holding and Rewards Program Membership
11 Sep 2015
RDP
2015-03
RDP 2015-03: The Value of Payment Instruments: Estimating Willingness to Pay and Consumer Surplus Appendix C: Credit Card Holding and Rewards Program Membership. ... Holds a credit card. Member of rewards program. Coefficient. Marginal effect.
https://www.rba.gov.au/publications/rdp/2015/2015-03/appendix-c.html
See 13 more results from "RDP 2015-03"
The Credit Growth Limits
1 Jul 2021
RDP
2021-07
The risk environment that led to the policies is described in most detail by RBA (2018). ... The letter states that:. … annual investor [housing] credit growth materially above a benchmark of 10 per cent will be an important risk indicator that
https://www.rba.gov.au/publications/rdp/2021/2021-07/the-credit-growth-limits.html
See 14 more results from "RDP 2021-07"
Credit Loss Modelling
20 Sep 2022
RDP
2022-03
signs of elevated credit risk. ... This is a simplification for modelling purposes. Higher provisions might be expected in a scenario in which credit risk is elevated, since banks are unlikely to assume this risk fully unwinds
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
See 10 more results from "RDP 2022-03"
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
exposure to the channels through which monetary policy affects innovation. These channels include. ... 5.2 The credit constraint channel 13. 6. Macroeconomic Effects on Productivity 16.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Read me file for Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
3 Oct 2018
RDP
PDF
460KB
RDP 2018-11 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-11/rdp-2018-11-read-me.pdf