Search: credit risk/exposure

Sort by: Relevance Date
11–20 of 9,753 search results for 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.

Search Results

Note 18 – Financial Instruments | Financial Statements

3 Aug 1999 RBA Annual Report – 1999
The Bank's maximum credit risk exposure in relation to off-balance sheet items is:. ... The Bank operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/1999/fin-statements/note-18.html

Note 17 – Financial Instruments | Financial Statements

24 Aug 2001 RBA Annual Report – 2001
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2001/fin-statements/note-17.html

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
credit supply, separate from mitigating counterparty risk and information asymmetries, as banks. ... manage their risk exposure by the amount they lend to a particular bank or even whether they lend to.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
10 Here we account for the difference between the notional dollar value of the asset and the institution’s risk exposure. ... weight. Second, loan collateralisation reduces the risk exposure to the borrower.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Note 17 – Financial Instruments | Financial Statements

3 Aug 2000 RBA Annual Report – 2000
The RBA's maximum credit risk exposure in relation to off-balance sheet items is:. ... The RBA operates to minimise its credit risk exposure through comprehensive risk management policy guidelines.
https://www.rba.gov.au/publications/annual-reports/rba/2000/fin-statements/note-17.html

Recent Developments in Collateralised Debt Obligations in Australia

10 Nov 2007 Bulletin – November 2007
Susan Black and Alan Rai
Because they are issued against a pool of assets, CDOs typically have exposure to the credit risk of a number of different borrowers, whereas a bond entails an exposure to a ... A cash CDO is one where the underlying portfolio consists of physical loans,
https://www.rba.gov.au/publications/bulletin/2007/nov/1.html

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

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf

Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Second, loan collateralisation reduces the risk exposure to the borrower. If the borrower defaults, the cash lender may recoup most (or all) of their investment by selling the collateral. ... For repo transactions, the range of possible risk weights is
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
See 4 more results from "RDP 2019-09"

Financial Stability Review - September 2005

26 Sep 2005 FSR - September 2005 PDF 494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf