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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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

Submission to the Financial System Inquiry March 2014

10 Nov 2017 Submissions PDF 3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf

Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
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/pdf/201503-central-clearing-of-repos-in-australia.pdf

Central Clearing of Repos in Australia: Conclusions

28 Oct 2015 Consultations PDF 306KB
Counterparty credit risk. Opportunities for settlement and exposure netting from central clearing are likely to be limited, although there may be some scope for regulatory capital efficiencies. ... a broad range of counterparties towards concentrating
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf

Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Australian banks manage their counterparty credit risk exposure by entering into most transactions with large internationally active banks with high credit ratings, as well as by requiring bilateral collateralisation on transactions. ... From a lenders'
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html

Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions

1 Mar 1999 Submissions
Supervision. The proposed standards cover the following areas: (i) the development of internal policies that govern banks' relationship with HLIs; (ii) the collection of information about the activities and credit risk ... The extension of stress-testing
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html

Developments and Innovation in the Payments System | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…

1 Mar 2014 Submissions
credit cards and direct debits and credits. ... controlling risk in the financial system. promoting the efficiency of the payments system.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/developments-and-innovation.html

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

Submissions

8 May 2024 Submissions
Index of Documents commissioned by or prepared for Parliament, its committees, and other public inquiries
https://www.rba.gov.au/publications/submissions/

Submission to the Senate Inquiry into Matters Relating to Credit Card Interest Rates-Credit cards as sources of credit

8 May 2024 Submissions
Submission to the Senate Inquiry into Matters Relating to Credit Card Interest Rates. ... There is relatively limited information available on the risk of credit card lending.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-matters-relating-to-credit-card-interest-rates-2015-08/credit-cards-source-of-credit.html