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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Financial Stability Assessment
6 Oct 2023
FSR
– October 2023
Financial Stability Assessment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/overview.html
Box B: The ABX.HE Credit Default Swap Indices
10 Mar 2008
FSR
– March 2008
These indices provide market participants with a way to trade the credit risk of the underlying reference entities without having to enter into multiple CDS. ... While the main users of the ABX.HE indices are investors wanting to either hedge, or gain
https://www.rba.gov.au/publications/fsr/2008/mar/box-b.html
The Global and Macro-financial Environment
22 Mar 2024
FSR
– March 2024
The Global and Macro-financial Environment | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/the-global-and-macro-financial-environment.html
Credit Quality in the Australian Non-Government Bond Market
10 Mar 2004
FSR
– March 2004
Whereas a guarantee or insurance has the capacity to improve the overall credit rating of a bond issue, tranching merely creates a distribution of credit risk within that issue; the average ... First, concentration risk in both the credit-wrapping and
https://www.rba.gov.au/publications/fsr/2004/mar/credit-quality-aus-non-gov-bond-mkt.html
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html
Box D: The New Payments Platform and Fast Settlement Service
10 Feb 2020
FSR
April 2018
PDF
588KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-d.pdf
Household and Business Finances in Australia
6 Apr 2023
FSR
– April 2023
Household and Business Finances in Australia | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/household-business-finances.html
Overview
7 Oct 2022
FSR
– October 2022
Different regions are experiencing different financial stability challenges. A sharply deteriorating outlook for growth and inflation in Europe has reignited concerns over sovereign credit risk and related banking sector vulnerabilities in
https://www.rba.gov.au/publications/fsr/2022/oct/overview.html
Resilience of Australian Households and Businesses
22 Mar 2024
FSR
– March 2024
Resilience of Australian Households and Businesses | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-australian-households-and-businesses.html
Household and Business Finances
12 Apr 2019
FSR
– April 2019
In addition, credit conditions for small businesses have tightened, creating a risk of flow-on effects to employment in the broader macroeconomy. ... The tighter availability of credit for small businesses reflects a number of factors.
https://www.rba.gov.au/publications/fsr/2019/apr/household-business-finances.html