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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
Anthony Brassil and Gabriela Nodari
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
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Conclusions

1 Oct 2017 RDP 2017-06
Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
Economic uncertainty affected the decisions taken by the Federal Open Market Committee, which acted as a risk manager hedging against downside risks. ... Blanchard (2009) and Bloom (2014) call for larger policy stimuli in bad times, as well as second
https://www.rba.gov.au/publications/rdp/2017/2017-06/conclusions.html
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References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Bank for International Settlements, Basel. Markose SM (2012), ‘Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax’, IMF Working Paper No ... Markose SM, S Giansante and AR
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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The Benefits and Costs of Tiering

31 Dec 2012 RDP 2012-06
Robert Arculus, Jennifer Hancock and Greg Moran
In particular, tiering can increase a number of types of risk in a payment system. ... While the focus in this paper is on credit and concentration risk, other risks that can arise from tiering include:.
https://www.rba.gov.au/publications/rdp/2012/2012-06/benefits-costs-tiering.html
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References

9 Oct 2019 RDP 2019-10
Nicholas Garvin
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),
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Introduction

31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
Indeed, Duffie and Zhu (2011) find that mandated central clearing could increase systemic risk if activity is fragmented across multiple CCPs. ... Pirrong (2012) also warns that systemic risk could increase, noting that such fragmentation will increase
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References

1 Nov 1993 RDP 9311
Philip Lowe and Thomas Rohling
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
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The Deregulated Era

31 Dec 2001 RDP 2001-07
Bryan Fitz-Gibbon and Marianne Gizycki
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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References

31 Dec 2013 RDP 2013-05
Gianni La Cava
Collapse of the Private-Label RMBS Market’, Paper presented at ‘Regulation of Systemic Risk’, a Conference sponsored by the Federal Reserve Board and.
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Methodology

31 Dec 2012 RDP 2012-05
Ashwin Clarke and Jennifer Hancock
Given that the focus is on the systemic impact of a disruption, the measure of unsettled payments excludes payments to or from the stricken participant. ... Another measure of the systemic impact is the simulator's settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/2012-05/methodology.html
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