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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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Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html

Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf

Central Clearing of Repos in Australia: Conclusions

28 Oct 2015 Consultations PDF 306KB
Counterparty credit risk. Opportunities for settlement and exposure netting from central clearing are likely to be limited, although there may be some scope for regulatory capital efficiencies. ... a broad range of counterparties towards concentrating
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf

Box B: The Domestic Credit-wrapped Bond Market

10 Aug 2008 SMP – August 2008
Statement on Monetary Policy – August 2008 Box B: The Domestic Credit-wrapped Bond Market. ... 25 basis points prior to the credit market turmoil to around 140 basis points (Graph B2).
https://www.rba.gov.au/publications/smp/2008/aug/box-b.html

Statement on Monetary Policy

7 May 2024 SMP
The Reserve Bank issues a Statement on Monetary Policy four times a year. These statements assess current economic conditions and the prospects for inflation and output growth. These statements have replaced the Semi-Annual Statements on Monetary
https://www.rba.gov.au/publications/smp/

Financial Conditions

6 Feb 2024 SMP – February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

List of tables

10 Feb 2008 SMP – February 2008
quarter. 2007. December. quarter. 2007. Total credit. 1.2. 1.4. 1.2. 1.3. ... Banks. 8.07. 0.40. 0.65. Credit unions and building societies. 7.89. 0.34.
https://www.rba.gov.au/publications/smp/2008/feb/tables.html

Domestic Financial Conditions

10 Nov 2023 SMP – November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html

List of tables

10 Nov 2007 SMP – November 2007
6.50. Prime full-doc. 91. Banks. 78. 25. 0. 0. 7.65. Credit unions and. ... Total credit. 1.0. 1.3. 1.4. 1.2. Household. 0.8. 1.0. 1.2. 0.7. –
https://www.rba.gov.au/publications/smp/2007/nov/tables.html