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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Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
The process, which can be applied to both bilateral and centrally cleared trades, leaves each counterparty's market risk exposure unchanged (or within a pre-defined range). ... Reforms to counterparty credit risk capital requirements provide another
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
CCPs and Banks: Different Risks, Different Regulations
17 Dec 2015
Bulletin
– December 2015
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html
Note 15 – Financial instruments | Financial Statements
30 Jun 1998
RBA Annual Report
– 1998
The Bank's maximum credit risk exposure in relation to off balance sheet items is:. ... Concentration of credit risk. The Bank operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/1998/fin-statements/note-15.html
Derivatives – Bank Activities and Supervisory Responses
10 May 1995
Bulletin
– May 1995
Transactions in derivative products can be characterised as ‘zero-sum games’ where those seeking to reduce their risk exposure (to, for instance, a rise in the exchange rate) pay another party ... Sometimes, where the bank chooses to be the risk
https://www.rba.gov.au/publications/bulletin/1995/may/1.html
Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
Wider access by households to credit, the development of new loan products and rapid growth in lending to investors have contributed to an increase in credit risk in these portfolios, notwithstanding ... Measures of corporate credit risk, including
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
Note 16 | Financial Statements
4 Sep 2008
RBA Annual Report
– 2008
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-16.html
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
Trading in Treasury Bond Futures Contracts and Bonds in Australia
18 Sep 2014
Bulletin
– September 2014
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html
Rates Normalization Amid Elevated Global Financial Vulnerabilities
29 Dec 2022
Conferences
PDF
1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
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