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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Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
Gold borrowed under a swap agreement is not recognised on the RBAs balance sheet, as the predominant risk and reward of ownership, including exposure to any movement in the market price ... Interest rate risk. is the exposure of the defined benefit
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
Two types of credit exposure arise from CDS trading. First, as discussed above, there is the credit risk associated with the reference entity. ... liquidity. More broadly, the CDS market remains relatively small compared with the bond market and other
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html
Note 18 | Financial Statements
8 Sep 2005
RBA Annual Report
– 2005
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2005/fin-statements/note-18.html
Note 18 – Financial Instruments | Financial Statements
28 Jul 2004
RBA Annual Report
– 2004
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2004/fin-statements/note-18.html
Note 18 – Financial Instruments | Financial Statements
2 Sep 2003
RBA Annual Report
– 2003
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2003/fin-statements/note-18.html
Note 16 | Financial Statements
28 Aug 2006
RBA Annual Report
– 2006
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2006/fin-statements/note-16.html
Note 18 – Financial Instruments | Financial Statements
3 Aug 1999
RBA Annual Report
– 1999
The Bank's maximum credit risk exposure in relation to off-balance sheet items is:. ... The Bank operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/1999/fin-statements/note-18.html
Note 17 – Financial Instruments | Financial Statements
21 Aug 2002
RBA Annual Report
– 2002
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2002/fin-statements/note-17.html
Note 17 – Financial Instruments | Financial Statements
24 Aug 2001
RBA Annual Report
– 2001
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2001/fin-statements/note-17.html