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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Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
Regulating the New Financial Markets
7 Dec 2006
Conferences
PDF
80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.pdf
A Banker's Perspective on the Future of the Financial System | Conference – 1996
9 Jul 1996
Conferences
Another area of concern grows out of the rapid increase in risk exposure by many of the emerging non-bank players in the financial system. ... Overlaying all of the above is the technological revolution in risk information processing.
https://www.rba.gov.au/publications/confs/1996/ferguson-w.html
Derivatives – Bank Activities and Supervisory Responses
10 May 1995
Bulletin
– May 1995
Transactions in derivative products can be characterised as ‘zero-sum games’ where those seeking to reduce their risk exposure (to, for instance, a rise in the exchange rate) pay another party ... Sometimes, where the bank chooses to be the risk
https://www.rba.gov.au/publications/bulletin/1995/may/1.html
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Managing Market Risk in Banks
10 Dec 1996
Bulletin
– December 1996
In this way they provide a summary measure of the risk exposure generated by a given portfolio. ... This is a quite separate matter from the analysis of any credit risk on the balance sheet (the risk that counterparties may default).
https://www.rba.gov.au/publications/bulletin/1996/dec/1.html
Liquidity in Fixed Income Markets
15 Jun 2016
Bulletin
June Quarter 2016
PDF
329KB
https://www.rba.gov.au/publications/bulletin/2016/jun/pdf/bu-0616-7.pdf
Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
This type of derivative is therefore primarily used to hedge balance sheet exposure on debt securities and the associated transaction risk on interest payments. ... Another factor may be that longer-term derivatives are seen by banks as a higher credit
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf
Australian Banks’ Activities in Derivatives Markets: Products and Risk-Management Practices
5 Feb 2003
Bulletin
PDF
480KB
Inaddition, senior management in most banksreceived regular reports outlining the bank’smarket and credit risk exposures. ... Forms of credit risk enhancement, otherthan netting, are not widely used by Australianbanks.
https://www.rba.gov.au/publications/bulletin/1994/sep/pdf/bu-0994-1.pdf
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