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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OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities
18 Apr 2024
Bulletin
– April 2024
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html
Financial Stability Risks from Non-bank Financial Intermediation in Australia
18 Apr 2024
Bulletin
– April 2024
Risks to financial stability posed by the non-bank financial intermediation (NBFI) sector in Australia remain relatively contained.
https://www.rba.gov.au/publications/bulletin/2024/apr/financial-stability-risks-from-non-bank-financial-intermediation-in-australia.html
The Australian OTC Derivatives Market: Insights from New Trade Repository Data
21 Jun 2018
Bulletin
– June 2018
Gross credit exposure is a better measure of risk than notional value or gross market value. ... However, their counterparty risk exposure, as measured by gross credit exposure, is more concentrated with foreign banks than with CCPs.
https://www.rba.gov.au/publications/bulletin/2018/jun/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.html
The Australian Otc Derivatives Market Insights From New Trade Repository Data
23 Jul 2018
Bulletin
- June 2018
PDF
852KB
https://www.rba.gov.au/publications/bulletin/2018/jun/pdf/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.pdf
Consumer Credit Card Choice: Costs, Benefits and Behavioural Biases
9 Oct 2018
RDP
2018-11
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
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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
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
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Credit Supply and Demand and the Australian Economy
1 Jul 1992
RDP
9208
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"
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
5 Jun 2013
RDP
2013-05
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2013/2013-05.html
See 14 more results from "RDP 2013-05"
The Personal Credit Card Market in Australia: Pricing over the Past Decade
10 Mar 2012
Bulletin
– March 2012
Bulletin – March 2012 The Personal Credit Card Market in Australia: Pricing over the Past Decade. ... This has further contributed to the displacement of gold cards by platinum credit cards.
https://www.rba.gov.au/publications/bulletin/2012/mar/7.html