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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Non-dealer Clearing of Over-the-counter Derivatives

27 Mar 2014 Bulletin PDF 572KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-9.pdf

Derivatives – Bank Activities and Supervisory Responses

2 Jun 2003 Bulletin PDF 53KB
Sometimes, where the bankchooses to be the risk ‘acceptor’, this will leaveit with a risk exposure; in other cases, the bank. ... financial institutions on currentexposures to derivatives, the potential forfurther exposure to risk should market
https://www.rba.gov.au/publications/bulletin/1995/may/pdf/bu-0595-1.pdf

Collateralised Debt Obligations in Australia

10 Sep 2005 FSR – September 2005
In the simplest form of a CDO, this credit risk exposure is generated in the same way as for any asset-backed security (ABS): the CDO is backed by outright holdings ... Rather than directly holding a pool of corporate debt as collateral, an equivalent
https://www.rba.gov.au/publications/fsr/2005/sep/collateral-debt.html

The Australian Financial System

24 Sep 2012 FSR – September 2012 PDF 494KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/aus-fin-sys.pdf

Managing Market Risk in Banks

17 Jun 2003 Bulletin PDF 44KB
In this way they provide a summary measureof the risk exposure generated by a givenportfolio. ... This is a quite separate matter fromthe analysis of any credit risk on the balancesheet (the risk that counterparties maydefault).
https://www.rba.gov.au/publications/bulletin/1996/dec/pdf/bu-1296-1.pdf

Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications

6 Apr 2023 FSR – April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html

Financial Intermediaries

10 Mar 2004 FSR – March 2004
Another aspect of credit risk is the concentration of lending to particular clients. ... This risk exposure, however, remains small in comparison to their credit risk exposures.
https://www.rba.gov.au/publications/fsr/2004/mar/fin-intermed.html

The Global Financial Environment

18 Nov 2022 FSR - October 2021 PDF 913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf

Liquidity in Fixed Income Markets

16 Jun 2016 Bulletin – June 2016
Jon Cheshire
Fixed income markets in many jurisdictions have been going through a period of change, resulting in a debate as to whether they are continuing to function effectively, or will function effectively in times of stress. Changes in dealer business
https://www.rba.gov.au/publications/bulletin/2016/jun/7.html

The Global Financial Environment

10 Sep 2010 FSR – September 2010
Difficult conditions also persist for insurance market segments with housing exposure such as US lenders' mortgage insurers and US monoline insurers. ... Authorities also instigated the EU banking sector stress test exercise (discussed in the section on
https://www.rba.gov.au/publications/fsr/2010/sep/global-fin-env.html