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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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Notes to and Forming Part of the Financial Statements

19 Oct 2023 RBA Annual Report – October 2023
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/2023/financial-statements/notes.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 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

Australian Banks' Activities in Derivatives Markets: Products and Risk-Management Practices

10 Sep 1994 Bulletin – September 1994
3. 11. Credit risk is the risk of loss associated with counterparty failure. ... Forms of credit risk enhancement, other than netting, are not widely used by Australian banks.
https://www.rba.gov.au/publications/bulletin/1994/sep/1.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 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

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

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

Financial Stability Review - September 2005

26 Sep 2005 FSR - September 2005 PDF 494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf