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 Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf

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1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Interestingly, this coincided with the introduction of the Basel risk-based capital adequacy standards. ... primary risk exposure – credit risk – has fallen (see, for example, Ulmer (1997)).
https://www.rba.gov.au/publications/rdp/1999/1999-09/results.html
See 3 more results from "RDP 1999-09"

Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences
Richard Dale
The traditional approach has been to focus primarily on the risk to investors. ... Finally, concerns about counterparty risk do not provide a strong case for official regulation.
https://www.rba.gov.au/publications/confs/1996/dale.html

Risk and the Transformation of the Australian Financial System

22 Nov 2007 Conferences PDF 238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf

Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility

1 Dec 2009 RDP PDF 458KB
The term ‘operating risk’ is used in theliterature. It should not be confused with operational risk, which is the risk ofearnings volatility not caused by market or credit factors.). ... exposure – credit risk – has fallen (see, for example,
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf

Regulating the New Financial Markets

7 Dec 2006 Conferences PDF 80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.pdf

A Banker's Perspective on the Future of the Financial System | Conference – 1996

9 Jul 1996 Conferences
William Ferguson
Another area of concern grows out of the rapid increase in risk exposure by many of the emerging non-bank players in the financial system. ... Overlaying all of the above is the technological revolution in risk information processing.
https://www.rba.gov.au/publications/confs/1996/ferguson-w.html

Limiting Foreign Exchange Exposure through Hedging: The Australian Experience

22 Aug 2006 RDP PDF 206KB
This type of derivative is therefore primarily used to hedge balance sheet exposure on debt securities and the associated transaction risk on interest payments. ... Another factor may be that longer-term derivatives are seen by banks as a higher credit
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf

Closing the Infrastructure Finance Gap: Addressing Risk

27 Jul 2014 Conferences PDF 187KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/schwartz-ruiz-nunez-chelsky.pdf

Financial Flows and Infrastructure Financing

27 Jul 2014 Conferences PDF 3397KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/conf-vol-2014.pdf