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
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
Note 16 | Financial Statements
31 Aug 2007
RBA Annual Report
– 2007
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2007/fin-statements/note-16.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
Given concerns about sovereign credit risk in smaller European countries, it is worth noting that Australian bank exposures to these countries are very small (Table 4). ... Mark-to-market margin has similarly declined. The central counterparties also
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
The Australian Credit Default Swap Market
22 Feb 2012
Bulletin
PDF
674KB
Reserve Bank of Australia December Bulletin 2011
https://www.rba.gov.au/publications/bulletin/2011/dec/pdf/bu-1211-6.pdf
Structural Features of Australian Residential Mortgage-backed Securities
18 Jun 2015
Bulletin
– June 2015
This article provides a summary of structural features typically found in Australian residential mortgage-backed securities and their evolution over the past decade. Understanding the structural features of the securities is essential to the
https://www.rba.gov.au/publications/bulletin/2015/jun/6.html
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
Results
1 Nov 1999
RDP
1999-09
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
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