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.
Search Results
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
Consultations
4 Apr 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
Attachment 1 | A Variation to the Surcharging Standards: A Consultation Document | Consultations
10 Dec 2011
Consultations
merchant’ means a merchant in Australia that accepts a credit card for payment for goods or services;. ... a merchant from charging a Visa Debit cardholder any fee or surcharge for a credit card transaction:.
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-1.html
Research Workshop – 2023
20 Dec 2023
Research Workshop
Papers presented at the Reserve Bank of Australia 2023 Research Workshop
https://www.rba.gov.au/publications/workshops/research/2023/
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
To establish aconnection between MP and credit markets, models must have features by which MP impacts credits. ... However, reductions in intermediary net worth can reduce the supply of money andthereby increase exposure to idiosyncratic risk.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf
Attachment 2 | A Variation to the Surcharging Standards: A Consultation Document December 2011 | Consultations
10 Dec 2011
Consultations
2004, and to the Visa credit card system operated within Australia which was designated as a payment system on 12 April 2001. ... merchant’ means a merchant in Australia that accepts a Visa Debit card or Visa credit card for payment for goods or
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/attachment-2.html
Asset Prices, Credit Constraints, and Macroeconmoic Fluctuations
2 Dec 2009
Research Workshop
PDF
368KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/zha.pdf