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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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RESERVE BANK OF AUSTRALIA FOREIGN EXCHANGE SETTLEMENTPRACTICES IN AUSTRALIA ...

18 Dec 1997 Media Release PDF 268KB
It is important to note that this definition is designed to address the size andduration of the credit exposure that can arise during the foreign exchange settlementprocess. ... This is a significant on-going credit risk, representing a sumequivalent to
https://www.rba.gov.au/media-releases/1997/pdf/fxsp.pdf

December: 1997-Glossary

9 Mar 2023 Media Release
the currency purchased is received with finality (see credit risk/exposure and foreign exchange settlement risk). ... The resulting exposure is the cost of replacing, at current market prices, the original transaction (see credit risk/exposure and market
https://www.rba.gov.au/media-releases/1997/mr-97-22-fxsp/annex-e.html

Supervision of Market Risk: The State of Play

16 May 1996 Speech
Les Austin
Speech by Les Austin to the AIC Integrated Risk Management Conference, Sydney
https://www.rba.gov.au/speeches/1996/sp-ag-160596.html

Transcript of Question & Answer Session on 17 March 2021

9 Mar 2023 Speech
Christopher Kent
Transcript of Question & Answer Session, to the Australian Finance Industry Association, Sydney
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-17-q-and-a-transcript.html

Some Tensions in Financial Regulation

4 Jul 2013 Speech
Philip Lowe
Address to the Institute of Global Finance Second Conference on Global Financial Stability and Prosperity, Sydney
https://www.rba.gov.au/speeches/2013/sp-dg-040713.html

All Speeches

4 Mar 2024
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/list.html

The Reserve Bank in Darwin

20 Mar 2023 Speech
Walker for Rural Credits Department periodical review. Minutes of the ninety-second meeting held in Sydney on 1 May 1968 were signed as correct.
https://www.rba.gov.au/speeches/2019/darwin-branch/index.html

Reform of Credit Card Schemes in Australia

27 Aug 2002 Media Releases
Announcement of the final decisions on the Reform of Credit Card Schemes in Australia
https://www.rba.gov.au/media-releases/2002/mr-02-15.html

Reform of Credit Card Schemes in Australia – Access Regime

23 Feb 2004 Media Releases
Announcement that the RBA has imposed an Access Regime on each of the three designated credit card schemes in Australia. The Access Regime completes implementation of the Reserve Bank's package of reforms to promote efficiency and competition in the
https://www.rba.gov.au/media-releases/2004/mr-04-02.html

Designation of Credit Card Schemes in Australia

12 Apr 2001 Media Releases
Following a decision by the Payments System Board, the Reserve Bank has today brought credit card schemes in Australia under its regulatory oversight
https://www.rba.gov.au/media-releases/2001/mr-01-09.html