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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Australian Banks' Impaired Assets During the 1990s
31 Dec 2001
RDP
2001-06
Over this period the weakest banks became comparatively weaker. Exits from the industry and the overall improvement in banks' credit risk exposure have seen the interquartile range narrow to 0.7 ... Commercial property prices and the share of
https://www.rba.gov.au/publications/rdp/2001/2001-06/australian-banks-impaired-assets-during-the-1990s.html
Sources of Variation in Banking Risk and Performance
31 Dec 2001
RDP
2001-06
market. One widely used measure of credit risk is the ratio of impaired assets to total on-balance sheet assets. ... These factors suggest that non-financial firms' performance (and banks' credit risk, in turn) will depend upon both the level and the
https://www.rba.gov.au/publications/rdp/2001/2001-06/sources-of-variation-in-banking-risk-and-performance.html