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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RBA Annual Report - Financial Statements
28 Aug 2001
Annual Report
PDF
344KB
positions. The credit risk exposure of these contracts is the cost of re-establishing the contract. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management.
https://www.rba.gov.au/publications/annual-reports/rba/2001/pdf/fin-statements.pdf
RBA Annual Report 2000 - Financial Statements
22 Feb 2001
Annual Report
PDF
610KB
93. Note 17 (continued). The RBA’s maximum credit risk exposure in relation to off-balance sheet items is:. ... $279.0 million on these swap positions. The credit risk exposure of these contracts is the cost of re-establishing.
https://www.rba.gov.au/publications/annual-reports/rba/2000/pdf/fin-statements.pdf
Note 16 | Financial Statements
20 Aug 2009
RBA Annual Report
– 2009
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... Concentration of credit risk. 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/2009/fin-statements/note-16.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Sep 2017
RBA Annual Report
– 2017
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. 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/2017/financial-statements/note-15.html
Note 15 – Financial Instruments and Risk
12 Apr 2020
RBA Annual Report
– 2020
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. 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/2020/financial-statements/note-15.html
Reserve Bank of Australia Annual Report 1998 - Financial Statements
24 Oct 2013
RBA Annual Report
1998
PDF
102KB
https://www.rba.gov.au/publications/annual-reports/rba/1998/pdf/financial-statements.pdf
Note 15 – Financial Instruments and Risk | Financial Statements
24 Oct 2016
RBA Annual Report
– 2016
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. 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/2016/financial-statements/note-15.html
Reserve Bank of Australia Annual Report 2020 - Financial Statements
14 Oct 2020
Annual Report
PDF
773KB
15 Financial Instruments and Risk 197. 16 Fair Value 205. 17 Subsequent Events 206. ... Gold borrowed under a swap agreement is not recognised on the RBA’s balance sheet as the predominant risk and reward of ownership, including exposure to any
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/financial-statements.pdf
Note 15 – Financial Instruments and Risk | Financial Statements
12 Sep 2014
RBA Annual Report
– 2014
The RBA's maximum credit risk exposure in relation to derivative financial instruments is:. ... Concentration of credit risk. 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/2014/fin-statements/note-15.html