Investor Presentaiton
QTC has a conservative approach to risk management
Approximately 84 per cent of QTC's
counterparty credit exposures are rated
AA- or higher.
■ All types of financial risk, including interest
rate, foreign exchange and counterparty
risk, are managed within QTC's Board
approved risk parameters.
Enterprise risk management processes
are independent to operational activities.
■Risk provisions are in line with industry
best practice.
■ Diversified funding instruments and
regular issuances are used to mitigate
funding risks.
A portfolio of diverse, liquid financial
securities is held to meet the State's
liquidity requirements.
■ Market credit exposure is restricted
to dealings with counterparties rated
BBB+ or higher.
COUNTERPARTY CREDIT EXPOSURES
AAA CATEGORY (7.0%)
AA CATEGORY (76.9%)
A CATEGORY (15.1%)
BBB+ CATEGORY (1.0%)
As at 30 June 2023. Note: A and AA categories comprised of A+, A, A- and AA+, AA, AA-rated counterparties. Excludes cash held at bank. May not add to 100% due to rounding.
QTC
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