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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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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
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1715KB
While several explanations. have been put forward, such as risk aversion and uncertainty, or pessimism about future outcomes.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
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1260KB
on output growth at the expense of inflation stabilisation given the risks of expectations de-.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Valuing Safety and Privacy in Retail Central Bank Digital Currency
4 Apr 2024
RDP
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1594KB
This is one of. the main value propositions of a CBDC, since money issued by the RBA has no credit risk. ... perceived by the public, rather than attempting to specify any risks of losses ourselves, and we.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
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1310KB
policy. The literature on a risk-taking channel of monetary policy suggests falling interest rates can. ... to interest rate risk from maturity mismatches because of borrowing short and lending long.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Non-technical summary for 'Financial Conditions and Downside Risk to Economic Activity in Australia'
18 Mar 2021
RDP
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655KB
RDP 2021-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-03/rdp-2021-03-non-technical-summary.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
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1886KB
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted. Structural Vector Autoregressions. Matthew Read. Research Discussion Paper. R DP 2022- 09. Figures in this publication were generated using Mathematica. ISSN 1448-5109
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
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1465KB
communication affected expectations for rates and risks during certain historical periods, and more. ... communication affected expectations for rates and risk during certain historical periods, and more.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Rise in Household Liquidity
24 Nov 2021
RDP
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1793KB
mortgage payments larger and the risk associated with any income shock also increases. ... housing price risk and the consumption commitment of housing as the underlying mechanisms.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-10.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
Sample of firms with estimated MFP. Various other explanations have been put forward in the Australian context: risk aversion and. ... For example,. changing views around risks and regulatory changes following the GFC could, in theory, have.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
price as other assets are only imperfect substitutes, removes interest rate risk from the market,. ... reducing liquidity premia – steady central bank buying reduces the risk of investors being unable.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf