Search: credit risk/exposure

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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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Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities

23 Nov 2023 Consultations PDF 511KB
additional credit risk controls on a participant in situations where the securities settlement. ... participants and their affiliates that would create the largest aggregate credit exposure in the.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf

Insights into the Impact of Payment Systems Reforms | Results of the Reserve Bank of Australia's 2010 Consumer Payments Use Study June 2011 …

7 Jun 2011 Consultations
Only 36 per cent of consumers indicated they would choose to continue using their MasterCard/Visa credit card. ... Only individuals who owned a MasterCard or Visa credit card were required to respond to this question.
https://www.rba.gov.au/publications/consultations/201106-strategic-review-innovation/results/impact-payment-systems-reforms.html

Review of Card Surcharging: A Consultation Document - June 2011

31 Jan 2012 Consultations PDF 596KB
Payments System Board Consultation on Card Surcharging
https://www.rba.gov.au/publications/consultations/201106-review-card-surcharging/pdf/201106-review-card-surcharging.pdf

ISO 20022 Migration for the Australian Payments System – Issues Paper

7 Apr 2019 Consultations PDF 1644KB
A consultation paper issued by the Reserve Bank of Australia and the Australian Payments Council - April 2019
https://www.rba.gov.au/publications/consultations/201904-iso-20022-migration-for-the-australian-payments-system/pdf/issues-paper.pdf

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities | Consultations

24 Nov 2023 Consultations
Consultation on Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities - November 2023
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/

A Variation to the Surcharging Standards: A Consultation Document - December 2011

16 Dec 2011 Consultations PDF 1016KB
Surcharging Standards
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/pdf/201112-variation-surcharging-standards.pdf

Costs and Benefits of a Repo CCP – Issues for Consultation | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Q5. To what extent is non-centrally cleared repo trading constrained by counterparty credit concerns? ... There is, therefore, likely to be significant potential to reduce the size of credit exposures through multilateral netting.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/costs-benefits-repo-ccp.html

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper

15 Apr 2024 Consultations PDF 506KB
Standard 4: Credit risk A securities settlement facility should effectively measure, monitor and manage its credit exposures to participants and those arising from its settlement processes. ... maintain sufficient financial resources to cover its credit
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf

Consultation on the Heritage Management Plan Update Reserve Bank of Australia – Sydney NSW | Consultations

15 Nov 2019 Consultations
Consultation on the Heritage Management Plan for the Reserve Bank of Australia's Head Office and Canberra Branch Buildings - November 2019
https://www.rba.gov.au/publications/consultations/201911-ho-syd-heritage-mgmt-plans.html