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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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Rather, the results suggest that lenders seem to be more likely to manage their risk exposure by the amount they lend to a particular bank or even whether they lend to ... The idea is that following unexpected system-wide stress, differences in risk
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 8 more results from "RDP 2021-01"
The Australian Financial System
10 Sep 2012
FSR
– September 2012
default funds’). Variation or mark-to-market margin is collected from participants on a daily basis to cover the risk exposure resulting from actual changes in the value of their positions. ... Initial margin is also collected for participants' new
https://www.rba.gov.au/publications/fsr/2012/sep/aus-fin-sys.html
The Global Financial Environment
8 Oct 2021
FSR
– October 2021
Faster credit growth – particularly in excess of income growth – raises the risk of households becoming excessively leveraged (including because of unrealistic expectations of ongoing capital gains) and/or the quality of ... so they have increased
https://www.rba.gov.au/publications/fsr/2021/oct/global-financial-environment.html
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
Risk management necessarily involves questioning standard assumptions and encouraging outside-the-box thinking. ... Against that background, the experiences of many central banks over recent decades highlight two basic types of risk exposure in monetary
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
Given concerns about sovereign credit risk in smaller European countries, it is worth noting that Australian bank exposures to these countries are very small (Table 4). ... Mark-to-market margin has similarly declined. The central counterparties also
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
Structural Features of Australian Residential Mortgage-backed Securities
18 Jun 2015
Bulletin
– June 2015
This article provides a summary of structural features typically found in Australian residential mortgage-backed securities and their evolution over the past decade. Understanding the structural features of the securities is essential to the
https://www.rba.gov.au/publications/bulletin/2015/jun/6.html
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
CCPs and Banks: Different Risks, Different Regulations
17 Dec 2015
Bulletin
– December 2015
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html
Rates Normalization Amid Elevated Global Financial Vulnerabilities
29 Dec 2022
Conferences
PDF
1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf