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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RBA Annual Conferences
8 May 2024
Conferences
The Bank's Economic Group holds an annual Conference, the proceedings of which are published. The Conference Volume, containing revised papers and discussions, is released in hard copy and on the website within three months of the conference
https://www.rba.gov.au/publications/confs/
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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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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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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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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The Credit Growth Limits
1 Jul 2021
RDP
2021-07
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
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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Research Workshop – 2023
20 Dec 2023
Research Workshop
Papers presented at the Reserve Bank of Australia 2023 Research Workshop
https://www.rba.gov.au/publications/workshops/research/2023/