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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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A Decade of Australian Banking Risk: Evidence from Share Prices
1 Mar 1993
RDP
9302
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9302.html
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Risk versus Uncertainty
31 Dec 2000
RDP
2000-10
Download the Paper 298. KB. One of the first economists to make a distinction between risk and uncertainty was Frank Knight (1933). ... Known risks arise in situations where outcomes are governed by physical laws, e.g.
https://www.rba.gov.au/publications/rdp/2000/2000-10/risk-versus-uncertainty.html
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Appendix A: Pass-through Lower Bound in BA-MARTIN
21 Dec 2022
RDP
2022-08
The effect persistently lower capital ratios have on debt funding costs by increasing bank default risk. ... Once provisioning for losses has returned to normal, risk weights do not respond to changes in the cash rate.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html
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Job Loss, Subjective Expectations and Household Spending
18 Aug 2021
RDP
2021-08
consumption, income and wealth, labour market, risk and uncertainty. Workers are partly able to predict when they will lose their jobs.
https://www.rba.gov.au/publications/rdp/2021/2021-08.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
That said, the results do not suggest that central banks should focus mainly on output growth at the expense of inflation stabilisation given the risks of expectations de-anchoring, which could
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Appendix C: The Competing Risks Regression Model
31 Dec 2014
RDP
2014-13
RDP 2014-13: Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data Appendix C: The Competing Risks Regression Model. ... The subhazard is similar to the hazard function from standard duration analysis, except that it keeps
https://www.rba.gov.au/publications/rdp/2014/2014-13/appendix-c.html
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The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
Second, higher mortgage debt has increased the repayment risks associated with future income declines, leading indebted home owners to save more for precautionary reasons, partly through paying down debt ahead of
https://www.rba.gov.au/publications/rdp/2021/2021-10.html
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Research Workshop – 2009
15 Dec 2009
Research Workshop
The Reserve Bank of Australia 2009 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2009/
Research Discussion Papers – 2021
19 Jan 2021
RDP
Calvin He. RDP 2021-03 Financial Conditions and Downside Risk to Economic Activity in Australia.
https://www.rba.gov.au/publications/rdp/2021/
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
27 Feb 2018
RDP
2018-02
term premia and inflation risk premia.
https://www.rba.gov.au/publications/rdp/2018/2018-02.html
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