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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Liquidity in Fixed Income Markets
16 Jun 2016
Bulletin
– June 2016
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
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
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
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
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
Bulletin December Quarter 2011
22 Feb 2012
Bulletin
PDF
3062KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211.pdf
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
Economic and Financial Research in the Reserve Bank in 1999
10 Jan 2000
Bulletin
– January 2000
Australian banks use ‘Value at Risk’ models as a basis for determining the capital required to cover their market-risk exposure – that is, the risk arising from variability in the value ... The results imply that the risk of bank failure has
https://www.rba.gov.au/publications/bulletin/2000/jan/2.html