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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Changes to Bulletin Tables
20 Jan 2010
Statistics
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2000 to 2009 Bulletin issues
https://www.rba.gov.au/statistics/tables/pdf/changes-to-tables-2000-2009.pdf
Sources: AFMA; Bloomberg; RBA; UBS AG, Australia Branch Spreads ...
1 Dec 2013
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122KB
trading enterprises and credit-wrapped bonds). They exclude asset-backed bonds and bonds issued by non-residents. ... unsecured debt of individual Australian financial institutions and non-financial corporates calculated over broad credit.
https://www.rba.gov.au/statistics/tables/pdf-disc/f03hist.pdf