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 Conferences
8 May 2024
Conferences
The Bank's Economic Group holds an annual Conference, the proceedings of which are published. The Conference Volume, containing revised papers and discussions, is released in hard copy and on the website within three months of the conference
https://www.rba.gov.au/publications/confs/
SME Access to Intermediated Credit: What Do We Know and What Don't We Know? | Conference – 2015
19 Mar 2015
Conferences
the risk of some oversimplification, the academic literature became too focused on relationship lending. ... extension and assessment of credit), risk assumption and collection activities (Bakker et al 2004).
https://www.rba.gov.au/publications/confs/2015/udell.html
The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence | Conference – 2015
19 Mar 2015
Conferences
2011). Access to credit deteriorates during recessions because creditors become more risk averse and therefore restrict credit extensions (Gertler and Gilchrist 1994). ... This transferred liquidity risk to suppliers, which eventually results in
https://www.rba.gov.au/publications/confs/2015/norden-vankampen.html
Developments in the Business of Banking | Conference – 1996
9 Jul 1996
Conferences
They are: credit, savings, payments and risk management. These four elements used to be closely interrelated, both in an operational sense and in a financial sense. ... Nor do they bear the risk of any credit deterioration over the period of investment.
https://www.rba.gov.au/publications/confs/1996/joss.html
Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012
20 Aug 2012
Conferences
Liquidity requirements and credit growth restrictions are seldom used. Among the prudential policies, LTV and DSTI restrictions are most popular, followed by risk weights, provisioning and exposure limits. ... 1980:Q1–2012:Q1. Prudential. LTV. ratio.
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html
Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
This paper reviews theoretical stories and empirical evidence on the link between real estate price cycles and bank behaviour in terms of credit provision and risk-taking. ... the real estate cycle to contain excessive credit expansion and risk-taking;
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
Chart Pack and Data | Education
4 May 2023
Chart Pack
A set of graphs, updated monthly, summarising macroeconomic and financial market trends in Australia and information about developments for our main trading partners
https://www.rba.gov.au/education/resources/chart-pack/
Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
These results, combined with those in the previous section, indicate both cross-border credit flows and risky asset prices are closely related to global fluctuations in uncertainty and risk aversion. ... Which other factors also determine fluctuations in
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html
Prudential Supervision | Conference – 1991
21 Jun 1991
Conferences
There has been a good deal of attention to protecting against credit risk. ... It has been reflected in the minimum capital requirements, which are based on credit risk; the “large exposure” standards which aim to limit risk from excessive exposure
https://www.rba.gov.au/publications/confs/1991/thompson.html
The Australian Financial System in the 1990s | Conference – 2000
21 Jun 1990
Conferences
The result was extremely strong credit growth secured against increasingly overvalued commercial property. ... Instead, banks are providing an ever-expanding range of risk intermediation and other financial services.
https://www.rba.gov.au/publications/confs/2000/gizycki-lowe.html