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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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Outlook

7 May 2024 SMP – May 2024
Outlook | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/outlook.html

Australian Banking Risk: The Stock Market's Assessment and the Relationship Between Capital and Asset Volatility

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-09.html
See 11 more results from "RDP 1999-09"

Risk Premia, Market Efficiency and the Exchange Rate: Some Evidence Since the Float

1 May 1986 RDP 8603
Warren J. Tease
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8603.html
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Financialisation and the Term Structure of Commodity Risk Premiums

30 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Research Discussion Paper – RDP 2017-03 Financialisation and the Term Structure of Commodity Risk Premiums. ... This suggests information could be contained in the shape of the risk premium curve.
https://www.rba.gov.au/publications/rdp/2017/2017-03.html
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Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-04.html
See 10 more results from "RDP 1999-04"

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
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Systematic Risk Characteristics of Corporate Equity

1 Feb 1998 RDP 9802
Geoffrey Shuetrim
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9802.html
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Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates

1 Oct 1987 RDP 8708
Malcolm L. Edey
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8708.html
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The Supervisory Treatment of Banks’ Market Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9408.html
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A Contingent Claim Analysis of Risk-based Capital Standards for Banks

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html
See 7 more results from "RDP 9210"