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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Notes to and Forming Part of the Financials Statements
9 Aug 2023
RBA Annual Report
- 2022
PDF
284KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/notes.pdf
Financial Stability Review
1 Apr 2004
FSR
PDF
611KB
This is giving rise to concerns about the possibility of the mispricing of global credit risk and a misallocation of global capital. ... Graph 21Indicators of Corporate Credit Risk. Sources: AFMA; Bloomberg; RBA; Reuters; UBS Australia Ltd.
https://www.rba.gov.au/publications/fsr/2004/mar/pdf/0304.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf
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
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
Financial Stability Review - September 2004
6 Jan 2005
FSR
PDF
1099KB
Wider access by households to credit, the development of new loan products and rapid growth in lending to investors have contributed to an increase in credit risk in these portfolios, notwithstanding ... Measures of corporate credit risk, including
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904.pdf
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
1 Dec 2009
RDP
PDF
458KB
The term ‘operating risk’ is used in theliterature. It should not be confused with operational risk, which is the risk ofearnings volatility not caused by market or credit factors.). ... exposure – credit risk – has fallen (see, for example,
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf