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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Standard 3: Framework for the Comprehensive Management of Risks | Assessment of Chicago Mercantile Exchange Inc. against the Financial…
9 Mar 2023
Credit and counterparty risk. CME has established a Credit Risk Policy, encompassing a number of risk management tools including: monitoring of participants through regular risk-based surveillance; establishing internal credit ratings ... Initial margin
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-3.html
Standard 15: Custody and Investment Risks | Appendix B1.2 ASX Clear (Futures) | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Intragroup arrangements allow ASX Clear (Futures) to fully understand the nature of its risk exposure to ASXCC and other group members such as Austraclear (for deposit of AUD-denominated debt securities), ... and this exposure is managed within the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-clear-futures/standard-15.html
Summary and Assessment | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
trades, sound management of counterparty credit risks, and efficient and reliable provision of information to risk-management systems and regulators. ... Furthermore, where OTC derivatives instruments retain complex features, market participants should
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/summary.html
Standard 15: Custody and investment risks | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX…
9 Mar 2023
Intragroup arrangements allow ASX Clear and ASX Clear (Futures) to fully understand the nature of their risk exposure to ASXCC and other group entities such as Austraclear (at which ASXCC's ... This exposure is managed within the context of ASX's overall
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-15.html
Standard 15: Custody and investment risks | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX…
9 Mar 2023
Intragroup arrangements allow ASX Clear and ASX Clear (Futures) to fully understand the nature of their risk exposure to ASXCC and other group entities such as Austraclear (at which ASXCC's ... This exposure is managed within the context of ASX's overall
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-15.html
Standard 12: General Business Risk | Appendix B2.2 Austraclear | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX monitors a variety of financial business risks, including market risk, credit risk, liquidity risk and capital risk. ... the figure of $140 million to cover the operational and business risk exposure of both settlement facilities.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/austraclear/standard-12.html
List of tables | Assessment of ASX Clearing and Settlement Facilities – September 2019
9 Mar 2023
Observed (). Observed (). Observed (). Observed (). CCP and SSF Standard 4: Credit Risk. ... A CCP's rules, policies and procedures should clearly identify the point in the clearing process at which the CCP assumes the risk exposure and the nature and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/tables.html
Standard 12: General Business Risk | Appendix B2.1: ASX Settlement | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX monitors a variety of financial business risks, including market risk, credit risk, liquidity risk and capital risk. ... the figure of $140 million to cover the operational and business risk exposure of both settlement facilities.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-settlement/standard-12.html
Standard 15: Custody and investment risks | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX…
9 Mar 2023
Intragroup arrangements allow ASX Clear and ASX Clear (Futures) to fully understand the nature of their risk exposure to ASXCC and other group entities such as Austraclear (at which ASXCC's ... This exposure is managed within the context of ASX's overall
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-15.html
Standard 12: General business risk | Appendix C2. Financial Stability Standards for Securities Settlement Facilities | Assessment of ASX…
9 Mar 2023
ASX monitors a variety of financial business risks, including market risk, credit risk, liquidity risk and capital risk. ... Credit risk for the group's general business activities arises in the collection of receivables, which principally comprise fees
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-securities-settlement-facilities/standard-12.html