Search: systemic risks
RBA Glossary definition for systemic risks
systemic risks – Events which may jeopardise financial system stability and cause harm to the real economy. For example, the Y2K problem was regarded as such a risk. They may include the risk that the failure of one participant in a payments system, or in financial markets generally, to meet their required obligations when due, will cause other participants or financial institutions to be unable to meet their obligations (including settlement obligations in a transfer system) when due. Such a failure may cause significant liquidity or credit problems.
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Financial Globalisation in the Asian Region
28 Sep 2007
Speech
Remarks by Philip Lowe to the Federal Reserve Bank of Chicago and International Monetary Fund Conference on ‘Globalisation and Systemic Risk’, Chicago
https://www.rba.gov.au/speeches/2007/sp-ag-280907.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
The Bank is responsible for assessing how well licensees have complied with the standards and their obligation to do all other things necessary to reduce systemic risk. ... closed. CCP Standard 9 (Money settlements). Area of supervisory focus. Cyber risk
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Default Risk Among Australian Listed Corporations
17 Sep 2015
Bulletin
– September 2015
Market-based information can help detect deteriorating corporate health because it incorporates more forward-looking information than other data sources such as financial statements. With this in mind, the Reserve Bank has developed an indicator of
https://www.rba.gov.au/publications/bulletin/2015/sep/6.html
Financial Stability Risks from Commercial Real Estate
15 Feb 2024
Bulletin
- September 2023
PDF
1116KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/financial-stability-risks-from-commercial-real-estate.pdf
Reserve Bank of Australia 50th Anniversary Symposium
22 Jul 2010
Conferences
PDF
3286KB
RBA Conference Volume 2010
https://www.rba.gov.au/publications/confs/2010/pdf/conf-vol-2010.pdf
Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
Some of these risks can be diversified, others not. The resulting threat of contagion affects banks' risk-taking incentives. ... In theory, various taxes and fees could be adjusted in a cyclical fashion (with real estate prices, or aggregate credit, or
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
Collateral, Netting and Systemic Risk in the OTC Derivatives Market; by Manmohan Singh; IMF Working paper 10/99; April 8, 2010.
24 Jan 2011
PDF
533KB
WP/10/99. Collateral, Netting and Systemic Risk in the OTC Derivatives Market. ... In order to mitigate systemic risk that is due to counterparty credit risks and failures, either the users of derivative contracts will have to hold more collateral
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/central-clearing-otc/pdf/imf-wdc-2.pdf
At a Glance: Financial Stability Review – October 2022
7 Oct 2022
FSR
Climate change presents a systemic challenge to the financial system. Financial institutions are vulnerable to direct losses on assets from climate events and risks stemming from the transition to a lower ... Financial institutions have begun to take
https://www.rba.gov.au/publications/fsr/2022/oct/
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
For example, Allen and Gale (2000) highlight the possibility that systemic risks in the interbank market can vary with the structure of creditor relations. ... 4.3 Minimising costs of LOLR. Doctrine maintains that minimising such costs requires that
https://www.rba.gov.au/publications/confs/2008/davis.html