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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Collateralised Debt Obligations in Australia
10 Sep 2005
FSR
– September 2005
In the simplest form of a CDO, this credit risk exposure is generated in the same way as for any asset-backed security (ABS): the CDO is backed by outright holdings ... Rather than directly holding a pool of corporate debt as collateral, an equivalent
https://www.rba.gov.au/publications/fsr/2005/sep/collateral-debt.html
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
6 Apr 2023
FSR
– April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html
The Australian Financial System
24 Sep 2012
FSR
– September 2012
PDF
494KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/aus-fin-sys.pdf
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
The Global Financial Environment
18 Nov 2022
FSR
- October 2021
PDF
913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.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
Australian Banks' Impaired Assets During the 1990s
31 Dec 2001
RDP
2001-06
Over this period the weakest banks became comparatively weaker. Exits from the industry and the overall improvement in banks' credit risk exposure have seen the interquartile range narrow to 0.7 ... Commercial property prices and the share of
https://www.rba.gov.au/publications/rdp/2001/2001-06/australian-banks-impaired-assets-during-the-1990s.html
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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 - March 2013
26 Mar 2013
FSR
- March 2013
PDF
2327KB
https://www.rba.gov.au/publications/fsr/2013/mar/pdf/0313.pdf