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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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Biographies of Contributors | Conference – 2017
16 Mar 2017
Conferences
His policy work focuses on aggregate risk management and insurance arrangements for emerging markets and developed economies. ... III countercyclical capital buffer in the United States; and to analyse interest rate risk at banks.
https://www.rba.gov.au/publications/confs/2017/bios-2017.html
Introduction | Conference – 2012
20 Aug 2012
Conferences
Property markets have long been recognised as an important source of risk to financial stability. ... Such findings have given rise to a fertile area of research at the BIS focused on the use of macroprudential tools, defined as those specifically
https://www.rba.gov.au/publications/confs/2012/intro-2012.html
SME Access to Intermediated Credit: What Do We Know and What Don't We Know? | Conference – 2015
19 Mar 2015
Conferences
the risk of some oversimplification, the academic literature became too focused on relationship lending. ... extension and assessment of credit), risk assumption and collection activities (Bakker et al 2004).
https://www.rba.gov.au/publications/confs/2015/udell.html
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
In addition, where possible, counterparty risk could be reduced by the novation of transactions to a central counterparty. ... Not surprisingly, heightened counterparty risk has led to a significant reduction in liquidity in many bilateral markets.
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012
20 Aug 2012
Conferences
1980:Q1–2012:Q1. Prudential. LTV. ratio. DSTI. ratio. Risk. weights. Provision. Exposure. Total. ... DSTI. ratio. Risk. weights. Provision. Exposure. Monetary. 1. 0.04. 0.23. 0.22.
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html
Discussion on Banks, Markets and Liquidity | Conference – 2007
20 Aug 2007
Conferences
The current crisis highlights again that funding liquidity risk can indeed be crucial for financial stability. ... Dowd K (1992), The Experience of Free Banking, Routledge, London. Drehmann M, J Elliot and S Kapadia (2007), ‘Funding Liquidity Risk:
https://www.rba.gov.au/publications/confs/2007/allen-carletti-disc.html
Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
insolvency. And while higher collateral requirements reduce the risk of failure by reducing counterparty risk, they increase the risk of illiquidity. ... In particular, it was noted that much of the reduction in individual risk was achieved by
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html
Restructuring and Reform: China 2016 | Conference – 2016
18 Mar 2016
Conferences
These buyout funds are expected to be flexible, to be willing to take risks and bear losses, but also to emerge with (state-owned) stakes in the successful firms. ... Local governments wanted low interest rates to reduce their funding costs, while the
https://www.rba.gov.au/publications/confs/2016/naughton.html
The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour | Conference – 1996
9 Jul 1996
Conferences
Managing uncertainty and controlling risk looks at the use of innovations such as derivatives by institutions. ... There are three main ways to manage risk, namely hedging, diversifying and insuring.
https://www.rba.gov.au/publications/confs/1996/davis.html
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Risks, being based on past price history, were massively mispriced in the new edifice. ... by a single systemic risk factor – a global risk factor, since it is supposed to apply to global banks operating across countries; and (b) each exposure is small
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html