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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New Measures of Credit Risk
10 Jul 2003
Bulletin
– July 2003
Credit wrapping provides a buffer between the credit risk of the bond issuer and the bond itself. ... Bulletin. Table F.3. Footnotes. See ‘Credit Risk Transfer Markets: An Australian Perspective’, Reserve Bank of Australia.
https://www.rba.gov.au/publications/bulletin/2003/jul/2.html
Credit Ratings and Market Dynamics
10 Apr 2004
Bulletin
– April 2004
These regulatory arrangements, and the fact that increasingly banks are benchmarking their own credit risk assessments against ratings from the agencies, may strengthen the influence of ratings on banks' willingness to ... Standard & Poor's (2002),
https://www.rba.gov.au/publications/bulletin/2004/apr/2.html
Credit Risk Transfer Markets: An Australian Perspective
10 May 2003
Bulletin
– May 2003
So at one level, the attraction of CRT instruments lies in the tools they provide banks for more effectively controlling credit risk: credit default swaps can be used to ‘buy protection’ ... For example, the transfer of credit risk may lessen the
https://www.rba.gov.au/publications/bulletin/2003/may/2.html
The Reserve Bank's Collateral Framework
7 Dec 2017
Bulletin
– December 2017
The Reserve Bank, like other central banks, holds collateral to reduce the risk of financial loss in its domestic market operations. The Reserve Bank's collateral framework sets out how the diverse portfolio of collateral assets is managed and
https://www.rba.gov.au/publications/bulletin/2017/dec/2.html
Explanatory Note on Provision of Owner-occupier and Investor Housing Credit Data
10 Apr 2008
Bulletin
– April 2008
Bulletin – April 2008 Explanatory Note on Provision of Owner-occupier and Investor Housing Credit Data. ... It gives some background to the publication of owner-occupier and investor housing credit on that date.
https://www.rba.gov.au/publications/bulletin/2008/apr/6.html
Merchant Service Fees and Market Shares for Credit and Charge Cards
17 Aug 2005
Bulletin
PDF
104KB
Reserve Bank of Australia Bulletin August 2005
https://www.rba.gov.au/publications/bulletin/2005/aug/pdf/bu-0805-2.pdf
Australia's Financial Relationship with the International Monetary Fund
10 Dec 2012
Bulletin
– December 2012
Graph 4. Like the Reserve Bank's foreign exchange reserves, which are claims on highly rated sovereigns and supranational institutions, Australia's lending to the IMF involves low credit risk. ... However, to counter the additional risk, these programs
https://www.rba.gov.au/publications/bulletin/2012/dec/8.html
Abstract for The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
963. KB. The Australian credit default swap (CDS) market has been increasingly used by financial institutions to trade and manage credit risk. ... As a result, there has been greater use of the market as a source of credit risk pricing information.
https://www.rba.gov.au/publications/bulletin/2011/dec/bu-1211-6a.html
Statement on Monetary Policy
10 Feb 2004
Bulletin
– February 2004
Interest rates were clearly below relevant averages and strong demand for credit confirmed that borrowers found these interest rates highly attractive. ... As optimism about the health of the global economy has increased, risk aversion (as observed in
https://www.rba.gov.au/publications/bulletin/2004/feb/1.html
March | 2023
16 Mar 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/mar/