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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Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Australian banks manage their counterparty credit risk exposure by entering into most transactions with large internationally active banks with high credit ratings, as well as by requiring bilateral collateralisation on transactions. ... From a lenders'
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html

Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions

1 Mar 1999 Submissions
Supervision. The proposed standards cover the following areas: (i) the development of internal policies that govern banks' relationship with HLIs; (ii) the collection of information about the activities and credit risk ... The extension of stress-testing
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html

Developments and Innovation in the Payments System | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…

1 Mar 2014 Submissions
credit cards and direct debits and credits. ... controlling risk in the financial system. promoting the efficiency of the payments system.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/developments-and-innovation.html

Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases

9 Oct 2018 RDP 2018-11
Mary-Alice Doyle
Research Discussion Paper – RDP 2018-11 Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases. ... debt, households, interest rates, money, payments. The credit card market offers consumers a wide range of options when choosing a card.
https://www.rba.gov.au/publications/rdp/2018/2018-11.html
See 19 more results from "RDP 2018-11"

The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

31 Jan 2023 RDP 2023-01
Tom Cusbert
Research Discussion Paper – RDP 2023-01 The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment. ... An empirical model using observable household characteristics allows the experimental findings to be applied to
https://www.rba.gov.au/publications/rdp/2023/2023-01.html
See 21 more results from "RDP 2023-01"

Credit Supply and Demand and the Australian Economy

1 Jul 1992 RDP 9208
Adrian Blundell-Wignall and Marianne Gizycki
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9208.html
See 11 more results from "RDP 9208"

Statement on Monetary Policy

7 May 2024 SMP
The Reserve Bank issues a Statement on Monetary Policy four times a year. These statements assess current economic conditions and the prospects for inflation and output growth. These statements have replaced the Semi-Annual Statements on Monetary
https://www.rba.gov.au/publications/smp/

Credit Spreads, Monetary Policy and the Price Puzzle

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Research Discussion Paper – RDP 2020-01 Credit Spreads, Monetary Policy and the Price Puzzle. ... Therefore, the Bank raises the cash rate – its policy rate – when credit spreads decline.
https://www.rba.gov.au/publications/rdp/2020/2020-01.html
See 17 more results from "RDP 2020-01"

Box B: The Domestic Credit-wrapped Bond Market

10 Aug 2008 SMP – August 2008
Statement on Monetary Policy – August 2008 Box B: The Domestic Credit-wrapped Bond Market. ... 25 basis points prior to the credit market turmoil to around 140 basis points (Graph B2).
https://www.rba.gov.au/publications/smp/2008/aug/box-b.html

Financial Conditions

6 Feb 2024 SMP – February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html