Search: systemic risks
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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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
driven by three principles:. 1. A focus on the systemic aspects of risks to banks’ balance sheets, as well as features such as. ... evolve in Section 4. Section 5 then sets up various ways in which the model captures systemic risk.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
to act fast and target the specific sources of systemic risk. ... between mortgage products in their systemic risk contributions. In February 2018, APRA released.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Non-technical summary for 'Macroprudential Limits on Mortgage Products: The Australian Experience'
22 Jul 2021
RDP
PDF
526KB
RDP 2021-07 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-07/rdp-2021-07-non-technical-summary.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
to borrower risk. As banks generally shift towards safe assets (Caballero, Farhi and. ... different (for risk diversification) businesses and geographical areas (Rochet and Tirole 1996; Freixas.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/annual-performance-statement.pdf
Annual Performance Statement
9 Aug 2023
RBA Annual Report
- 2022
PDF
186KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/annual-performance-statement.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
sheets, they need more capital to meet regulatory capital requirements. Risk weights are determined. ... determined more by liquidity/risk conditions in global funding markets than by domestic economic.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
risks to financial stability, the household DTI ratio is not a perfect measure of the risk of household. ... of debt across households influences systemic risk. However, it still requires assumptions to be made.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf