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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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Discussion on The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
It is about their attitudes with regard to systemic risk and the efficiency of markets. ... Federal Reserve 2007, p 22). For its part, in April 2007, the International Monetary Fund appeared even more dismissive of systemic risks:.
https://www.rba.gov.au/publications/confs/2011/davis-disc.html
References
9 Oct 2019
RDP
2019-10
Farhi E and J Tirole (2012), ‘Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts’, The American Economic Review, 102(1), pp 60–93. ... Dice Center for Research in Financial Economics Working Paper 2014-09. Morris S and HS Shin (2016),
https://www.rba.gov.au/publications/rdp/2019/2019-10/references.html
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General Discussion on Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
Another discussion considered whether policymakers had a sufficiently systemic perspective in dealing with crises. ... The ability of policymakers to effectively minimise systemic risk by tempering risky activity was also discussed.
https://www.rba.gov.au/publications/confs/2013/allen-carletti-disc.html
Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017
16 Mar 2017
Conferences
Borio (2012) defines the financial cycle as changes in market participants' perceptions of risk and attitude towards risk as well as changes in financing constraints. ... Given that there is some evidence that other financial variables could affect
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html
Introduction | Conference – 2010
9 Feb 2010
Conferences
Rather, they are tied to the ongoing difficulties associated with measuring and responding to systemic risks in a liberalised environment, as clearly demonstrated by the global financial crisis. ... Turning to the issue of how to deal with the
https://www.rba.gov.au/publications/confs/2010/intro-2010.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
assets). The entity-based measure, however, excludes shadow banking activities undertaken by banks that may, nonetheless, contribute to systemic risk. ... As well, they expose the central bank to a larger amount of risk.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
One of the core objectives of this decision is to mitigate systemic risk. ... circumstances – the ‘effective’ systemic risk reduction under split clearing may be greater than the expected loss captured by the total system exposure metric would imply
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
The Deregulated Era
31 Dec 2001
RDP
2001-07
The third criticism of the Reserve Bank's role was that it underestimated the systemic implications of Farrow's failure. ... knowledge to be best placed to manage systemic risk (Financial System Inquiry 1997).
https://www.rba.gov.au/publications/rdp/2001/2001-07/deregulated-era.html
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Biographies of Contributors | Conference – 2008
14 Jul 2008
Conferences
2007 and 2008 financial market turmoil as well as its ongoing analysis of systemic risks and vulnerabilities. ... Prior to joining Crawford, he was Senior Adviser at the Bank of England, most recently responsible for directing the Bank's research work on
https://www.rba.gov.au/publications/confs/2008/bios-2008.html
References
1 Nov 1993
RDP
9311
The Economic Journal. , 100, 90–104. Davis, E. Philip (1992),. Debt, Financial Fragility and Systemic Risk. , ... Volume 10, Number 25, July 1, 46–53. Levonian, Mark and Marianne Gizycki (1993), ‘A Decade of Australian Banking Risk: Evidence From
https://www.rba.gov.au/publications/rdp/1993/9311/references.html
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