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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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
The Australian Financial System
10 Sep 2009
FSR
– September 2009
Despite the recovery in activity, the scale of risk exposure assumed by the central counterparties supporting the equities and futures markets has declined. ... One measure of risk exposure is the value of margin held by the central counterparties in
https://www.rba.gov.au/publications/fsr/2009/sep/aus-fin-sys.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
Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
1 Dec 2009
RDP
PDF
458KB
The term ‘operating risk’ is used in theliterature. It should not be confused with operational risk, which is the risk ofearnings volatility not caused by market or credit factors.). ... exposure – credit risk – has fallen (see, for example,
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf
Regulating the New Financial Markets
7 Dec 2006
Conferences
PDF
80KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/dale.pdf
Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
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
Liquidity in Fixed Income Markets
15 Jun 2016
Bulletin
June Quarter 2016
PDF
329KB
https://www.rba.gov.au/publications/bulletin/2016/jun/pdf/bu-0616-7.pdf
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf