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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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References
18 Jan 2022
RDP
2022-01
APRA (2019), ‘Review of APRA's Prudential Measures for Residential Mortgage Lending Risks’, Information Paper, 29 January. ... Henry J and C Kok (eds) (2013), ‘A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector’,
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
18 Jan 2022
RDP
2022-01
Australian banks hedge the majority of their interest rate risk (Brassil et al 2018). ... RW = Risk-weighted. (a) Links within the real economy are excluded for simplicity.
https://www.rba.gov.au/publications/rdp/2022/2022-01/full.html