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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US Dollar Debt of Emerging Market Firms
15 Dec 2015
Bulletin
December Quarter 2015
PDF
307KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-6.pdf
US Dollar Debt of Emerging Market Firms
17 Dec 2015
Bulletin
– December 2015
US dollar-denominated borrowings by emerging market (EM) corporations have increased rapidly in recent years, raising concerns about possible currency mismatch risk. This article uses firm-level data from the top 100 EM corporate bond issuers and
https://www.rba.gov.au/publications/bulletin/2015/dec/6.html
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
With assessed market risk standing at just 1 per cent of risk-weighted assets, the banks' market risk exposures are small relative to the credit risk they carry. ... While financial markets continue to regard the banks as having low credit risk, they
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.html
Trading in Treasury Bond Futures Contracts and Bonds in Australia
17 Sep 2014
Bulletin
September Quarter 2014
PDF
219KB
https://www.rba.gov.au/publications/bulletin/2014/sep/pdf/bu-0914-6.pdf
Financial Stability Review - March 2013
26 Mar 2013
FSR
- March 2013
PDF
2327KB
https://www.rba.gov.au/publications/fsr/2013/mar/pdf/0313.pdf
Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities
17 Apr 2024
Bulletin
- April 2024
PDF
598KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.pdf
Financial Stability Risks from Non-bank Financial Intermediation in Australia
17 Apr 2024
Bulletin
- April 2024
PDF
565KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/financial-stability-risks-from-non-bank-financial-intermediation-in-australia.pdf
The Global Financial Environment
26 Mar 2013
FSR
- March 2013
PDF
1538KB
https://www.rba.gov.au/publications/fsr/2013/mar/pdf/global-fin-env.pdf
Structural Features of Australian Residential Mortgage-backed Securities
17 Jun 2015
Bulletin
June Quarter 2015
PDF
395KB
https://www.rba.gov.au/publications/bulletin/2015/jun/pdf/bu-0615-6.pdf
Financial Stability Review – September 2012
24 Sep 2012
FSR
– September 2012
PDF
1420KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/0912.pdf