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 16 | Financial Statements
4 Sep 2008
RBA Annual Report
– 2008
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-16.html
Rates Normalization Amid Elevated Global Financial Vulnerabilities
29 Dec 2022
Conferences
PDF
1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf
CCPs and Banks: Different Risks, Different Regulations
17 Dec 2015
Bulletin
– December 2015
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html
Trading in Treasury Bond Futures Contracts and Bonds in Australia
18 Sep 2014
Bulletin
– September 2014
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
The traditional approach has been to focus primarily on the risk to investors. ... Finally, concerns about counterparty risk do not provide a strong case for official regulation.
https://www.rba.gov.au/publications/confs/1996/dale.html
Note 15 – Financial instruments | Financial Statements
30 Jun 1998
RBA Annual Report
– 1998
The Bank's maximum credit risk exposure in relation to off balance sheet items is:. ... Concentration of credit risk. The Bank operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/1998/fin-statements/note-15.html
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
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
Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
1 Dec 2009
RDP
PDF
458KB
The term ‘operating risk’ is used in theliterature. It should not be confused with operational risk, which is the risk ofearnings volatility not caused by market or credit factors.). ... exposure – credit risk – has fallen (see, for example,
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf
The Global Financial Environment
10 Mar 2013
FSR
– March 2013
Because a prolonged period of low interest rates can result in a build-up of credit risk long before inflation starts to rise, the authorities have instead sought to restrain mortgage ... There has been some media speculation that the Chinese authorities
https://www.rba.gov.au/publications/fsr/2013/mar/global-fin-env.html