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
25 Apr 2023
FSR
- April 2023
PDF
4493KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/financial-stability-review-2023-04.pdf
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
25 Apr 2023
FSR
- April 2023
PDF
454KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.pdf
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications
6 Apr 2023
FSR
– April 2023
Box A: Recent International Bank Failures – Causes, Regulatory Responses and Implications | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/box-a-recent-international-bank-failures-causes-regulatory-responses-and-implications.html
Financial Stability Review
18 Nov 2022
FSR
- October 2021
PDF
3266KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/financial-stability-review-2021-10.pdf
The Global Financial Environment
18 Nov 2022
FSR
- October 2021
PDF
913KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/01-global-financial-environment.pdf
The Global Financial Environment
8 Oct 2021
FSR
– October 2021
Faster credit growth – particularly in excess of income growth – raises the risk of households becoming excessively leveraged (including because of unrealistic expectations of ongoing capital gains) and/or the quality of ... so they have increased
https://www.rba.gov.au/publications/fsr/2021/oct/global-financial-environment.html
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
The process, which can be applied to both bilateral and centrally cleared trades, leaves each counterparty's market risk exposure unchanged (or within a pre-defined range). ... Reforms to counterparty credit risk capital requirements provide another
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
Financial Stability Review April 2016
15 Apr 2016
FSR
April 2016
PDF
1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
Financial Stability Review September 2013
24 Sep 2013
FSR
September 2013
PDF
1605KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/0913.pdf