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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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
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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
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Credit Spreads, Monetary Policy and the Price Puzzle
28 Jan 2020
RDP
2020-01
Research Discussion Paper – RDP 2020-01 Credit Spreads, Monetary Policy and the Price Puzzle. ... Therefore, the Bank raises the cash rate – its policy rate – when credit spreads decline.
https://www.rba.gov.au/publications/rdp/2020/2020-01.html
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Credit Losses at Australian Banks: 1980–2013
31 Dec 2015
RDP
2015-06
Research Discussion Paper – RDP 2015-06 Credit Losses at Australian Banks: 1980–2013.
https://www.rba.gov.au/publications/rdp/2015/2015-06/
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Credit and Monetary Policy: An Australian SVAR
1 Sep 2005
RDP
2005-06
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2005/2005-06.html
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The Role of Credit Supply in the Australian Economy
6 Jun 2012
RDP
2012-02
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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Appendix C: Credit Card Holding and Rewards Program Membership
11 Sep 2015
RDP
2015-03
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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Abstract for RDP 8101T: Overdrafts and Credit Rationing
1 Mar 1981
RDP
8101
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
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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