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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Appendix C: Credit Card Holding and Rewards Program Membership

11 Sep 2015 RDP 2015-03
Tai Lam and Crystal Ossolinski
RDP 2015-03: The Value of Payment Instruments: Estimating Willingness to Pay and Consumer Surplus Appendix C: Credit Card Holding and Rewards Program Membership. ... Holds a credit card. Member of rewards program. Coefficient. Marginal effect.
https://www.rba.gov.au/publications/rdp/2015/2015-03/appendix-c.html
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Credit and Monetary Policy: An Australian SVAR

1 Sep 2005 RDP 2005-06
Leon Berkelmans
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
See 8 more results from "RDP 2005-06"

List of tables

10 Nov 2007 SMP – November 2007
6.50. Prime full-doc. 91. Banks. 78. 25. 0. 0. 7.65. Credit unions and. ... Total credit. 1.0. 1.3. 1.4. 1.2. Household. 0.8. 1.0. 1.2. 0.7. –
https://www.rba.gov.au/publications/smp/2007/nov/tables.html

The Role of Credit Supply in the Australian Economy

6 Jun 2012 RDP 2012-02
David Jacobs and Vanessa Rayner
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-02.html
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Abstract for RDP 8101T: Overdrafts and Credit Rationing

1 Mar 1981 RDP 8101
M.A. Beck and M.W. Butlin
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1981/8101t.html
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Credit Exposure

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Calculating the current credit exposure on an interest rate swap or an FRA is relatively straightforward. ... To collapse these time paths into a single credit exposure number the maximum exposure is taken.
https://www.rba.gov.au/publications/rdp/1994/9409/credit-exposure.html
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The Credit Growth Limits

1 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
The risk environment that led to the policies is described in most detail by RBA (2018). ... The letter states that:. … annual investor [housing] credit growth materially above a benchmark of 10 per cent will be an important risk indicator that
https://www.rba.gov.au/publications/rdp/2021/2021-07/the-credit-growth-limits.html
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Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
signs of elevated credit risk. ... This is a simplification for modelling purposes. Higher provisions might be expected in a scenario in which credit risk is elevated, since banks are unlikely to assume this risk fully unwinds
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html
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Domestic Financial Conditions

5 May 2023 SMP – May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html

List of tables

10 May 2009 SMP – May 2009
5.14. 1.07. 3.83. 2.32. Credit unions and building societies. 5.27. 1.10. ... 0.96. Standard credit cards. 17.9. 0.71. 2.03. 0.12. Low-rate credit cards.
https://www.rba.gov.au/publications/smp/2009/may/tables.html