Search: credit risk/exposure

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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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Payments System Board Annual Report 2023

11 Oct 2023 PSB Annual Report - 2023 PDF 2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf

Developments in the Clearing and Settlement Industry

8 Oct 2023 PSB Annual Report - 2023 PDF 756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf

Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX Clearing and…

17 Aug 2023
As measured by margin requirements, the CCPs' total credit exposure in increased in 2014/15, compared with the previous year. ... lead to the largest potential credit exposure or payment obligation under extreme but plausible stressed market conditions.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html

A1. Financial Stability Standards for Central Counterparties | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
department; and the Portfolio Risk Manager (see ‘ASX Group Structure’ in Appendix A). ... Model validation is performed on a regular basis according to the risk score.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-financial-stability-standards-for-central-counterparties.html

A2.2 Austraclear | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
A securities settlement facility should have a sound risk management framework for comprehensively managing legal, credit, liquidity, operational and other risks. ... Information and control systems. Since Austraclear does not assume credit or liquidity
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a2-2-austraclear.html

A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html

A2. Financial Stability Standards for Securities Settlement Facilities | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
A securities settlement facility should have a sound risk management framework for comprehensively managing legal, credit, liquidity, operational and other risks. ... This risk management framework should be subject to periodic review. Identification of
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a2-financial-stability-standards-for-securities-settlement-facilities.html

Notes to and Forming Part of the Financials Statements

9 Aug 2023 RBA Annual Report - 2022 PDF 284KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/notes.pdf

Bulletin March Quarter 2023

8 Jun 2023 Bulletin - March 2023 PDF 7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf