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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Notes to and Forming Part of the Financial Statements

19 Oct 2023 RBA Annual Report – October 2023
Gold borrowed under a swap agreement is not recognised on the RBAs balance sheet, as the predominant risk and reward of ownership, including exposure to any movement in the market price ... Interest rate risk is the exposure of the defined benefit
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html

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

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
Gold borrowed under a swap agreement is not recognised on the RBAs balance sheet, as the predominant risk and reward of ownership, including exposure to any movement in the market price ... Interest rate risk. is the exposure of the defined benefit
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

Note 15 – Financial Instruments and Risk

21 Oct 2021 RBA Annual Report – 2021
Note 15 – Financial Instruments and Risk | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk

12 Apr 2020 RBA Annual Report – 2020
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk

17 Oct 2019 RBA Annual Report – 2019
The RBA's maximum credit risk exposure to derivative financial instruments is. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk | Financial Statements

25 Sep 2017 RBA Annual Report – 2017
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2017/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk | Financial Statements

25 Sep 2017 RBA Annual Report – 2017
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2018/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk | Financial Statements

24 Oct 2016 RBA Annual Report – 2016
The RBA's maximum credit risk exposure to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2016/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk | Financial Statements

16 Oct 2015 RBA Annual Report – 2015
The RBA's maximum credit risk exposure in relation to derivative financial instruments is:. ... Concentration of credit risk. As noted, the RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2015/fin-statements/note-15.html