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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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

Trading in Treasury Bond Futures Contracts and Bonds in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung
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

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

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

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

The Global Financial Environment

10 Mar 2013 FSR – March 2013
Because a prolonged period of low interest rates can result in a build-up of credit risk long before inflation starts to rise, the authorities have instead sought to restrain mortgage ... There has been some media speculation that the Chinese authorities
https://www.rba.gov.au/publications/fsr/2013/mar/global-fin-env.html

Managing Market Risk in Banks

10 Dec 1996 Bulletin – December 1996
In this way they provide a summary measure of the risk exposure generated by a given portfolio. ... This is a quite separate matter from the analysis of any credit risk on the balance sheet (the risk that counterparties may default).
https://www.rba.gov.au/publications/bulletin/1996/dec/1.html

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

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