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 Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
Wider access by households to credit, the development of new loan products and rapid growth in lending to investors have contributed to an increase in credit risk in these portfolios, notwithstanding ... Measures of corporate credit risk, including
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
Note 16 | Financial Statements
4 Sep 2008
RBA Annual Report
– 2008
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-16.html
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
Trading in Treasury Bond Futures Contracts and Bonds in Australia
18 Sep 2014
Bulletin
– September 2014
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html
Rates Normalization Amid Elevated Global Financial Vulnerabilities
29 Dec 2022
Conferences
PDF
1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
The traditional approach has been to focus primarily on the risk to investors. ... Finally, concerns about counterparty risk do not provide a strong case for official regulation.
https://www.rba.gov.au/publications/confs/1996/dale.html
The Global Financial Environment
10 Mar 2013
FSR
– March 2013
Because a prolonged period of low interest rates can result in a build-up of credit risk long before inflation starts to rise, the authorities have instead sought to restrain mortgage ... There has been some media speculation that the Chinese authorities
https://www.rba.gov.au/publications/fsr/2013/mar/global-fin-env.html
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
A Banker's Perspective on the Future of the Financial System | Conference – 1996
9 Jul 1996
Conferences
Another area of concern grows out of the rapid increase in risk exposure by many of the emerging non-bank players in the financial system. ... Overlaying all of the above is the technological revolution in risk information processing.
https://www.rba.gov.au/publications/confs/1996/ferguson-w.html
Managing Market Risk in Banks
10 Dec 1996
Bulletin
– December 1996
In this way they provide a summary measure of the risk exposure generated by a given portfolio. ... This is a quite separate matter from the analysis of any credit risk on the balance sheet (the risk that counterparties may default).
https://www.rba.gov.au/publications/bulletin/1996/dec/1.html