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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Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
The main focus is on how counterparty credit risk management might change, and how central clearing could encourage new operational efficiencies. ... sovereign credit risk, where there are concerns about the creditworthiness of the government issuing the
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
Standard 4: Credit Risk | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central…
9 Mar 2023
CME's Credit Risk Policy outlines its methodology for measuring, monitoring and managing its credit risk exposure. ... Additional measures CME takes to address credit risk exposure posed by settlement banks and custodians is addressed under CCP Standard
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-4.html
The Global Financial Environment
10 Sep 2010
FSR
– September 2010
Difficult conditions also persist for insurance market segments with housing exposure such as US lenders' mortgage insurers and US monoline insurers. ... Authorities also instigated the EU banking sector stress test exercise (discussed in the section on
https://www.rba.gov.au/publications/fsr/2010/sep/global-fin-env.html
Transcript of Question & Answer Session on 17 March 2021
9 Mar 2023
Speech
Transcript of Question & Answer Session, to the Australian Finance Industry Association, Sydney
https://www.rba.gov.au/speeches/2021/sp-ag-2021-03-17-q-and-a-transcript.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
US Dollar Debt of Emerging Market Firms
17 Dec 2015
Bulletin
– December 2015
US dollar-denominated borrowings by emerging market (EM) corporations have increased rapidly in recent years, raising concerns about possible currency mismatch risk. This article uses firm-level data from the top 100 EM corporate bond issuers and
https://www.rba.gov.au/publications/bulletin/2015/dec/6.html
Note 15 – Financial Instruments and Risk | Financial Statements
12 Sep 2014
RBA Annual Report
– 2014
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/2014/fin-statements/note-15.html
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
With assessed market risk standing at just 1 per cent of risk-weighted assets, the banks' market risk exposures are small relative to the credit risk they carry. ... While financial markets continue to regard the banks as having low credit risk, they
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.html
Australian Banks' Impaired Assets During the 1990s
31 Dec 2001
RDP
2001-06
Over this period the weakest banks became comparatively weaker. Exits from the industry and the overall improvement in banks' credit risk exposure have seen the interquartile range narrow to 0.7 ... Commercial property prices and the share of
https://www.rba.gov.au/publications/rdp/2001/2001-06/australian-banks-impaired-assets-during-the-1990s.html
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The Reserve Bank's Approach to Supervising and Assessing Clearing and Settlement Facility Licensees
18 Dec 2023
CCP and SSF Standard 4.2: A central counterparty/securities settlement facility should identify sources of credit risk, routinely measure and monitor credit exposures, and use appropriate risk management tools to ... A central counterparty's rules,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/approach-to-supervising-and-assessing-csf-licensees.html