Search: credit risk/exposure

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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 | Conference – 2007

20 Aug 2007 Conferences
Chris Ryan and Chris Thompson
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

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Rather, the results suggest that lenders seem to be more likely to manage their risk exposure by the amount they lend to a particular bank or even whether they lend to ... The idea is that following unexpected system-wide stress, differences in risk
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Bulletin March Quarter 2023

8 Jun 2023 Bulletin - March 2023 PDF 7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf

Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Second, loan collateralisation reduces the risk exposure to the borrower. If the borrower defaults, the cash lender may recoup most (or all) of their investment by selling the collateral. ... For repo transactions, the range of possible risk weights is
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
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The Australian Credit Default Swap Market

22 Feb 2012 Bulletin PDF 674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf

Note 16 | Financial Statements

31 Aug 2007 RBA Annual Report – 2007
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/2007/fin-statements/note-16.html

Robust Design Principles for Monetary Policy Committees | Conference – 2018

12 Apr 2018 Conferences
David Archer and Andrew T Levin
Risk management necessarily involves questioning standard assumptions and encouraging outside-the-box thinking. ... Against that background, the experiences of many central banks over recent decades highlight two basic types of risk exposure in monetary
https://www.rba.gov.au/publications/confs/2018/archer-levin.html

CCPs and Banks: Different Risks, Different Regulations

15 Dec 2015 Bulletin December Quarter 2015 PDF 159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf