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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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
Robust Design Principles for Monetary Policy Committees
10 Feb 2020
Conferences
PDF
1517KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-archer-levin.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
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
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
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
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
Financial Stability Review - September 2009
23 Sep 2009
FSR
- September 2009
PDF
816KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/0909.pdf
The Australian Financial System
24 Mar 2010
FSR
- March 2010
PDF
407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf
The Future of the Financial System
7 Dec 2006
Conferences
PDF
831KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/conf-vol-1996.pdf