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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
14 Feb 2018
RDP
2018-01
Martinez-Jaramillo S, B Alexandrova-Kabadjova, B Bravo-Benitez and JP Solórzano-Margain (2014), ‘An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk’, Journal
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
funding), these trends are consistent with the predictions of theoretical models of precautionary liquidity demand during periods of heightened risk (Ashcraft, McAndrews and Skeie 2011). ... counterparty searching, potentially signalling to the RBA and
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html