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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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Submission to Payments System Review
3 Feb 2021
Submissions
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1155KB
Inertia and coordination problems can hold back systemic innovation in networks such as. ... operational and cyber-security risks have increased. Consideration could be given to clarifying.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-payments-system-review-01-2021.pdf
Credit Losses at Australian Banks: 1980–2013
8 May 2015
RDP
PDF
1495KB
Media Office: rbainfo@rba.gov.au. i. Abstract. Credit risk – the risk that borrowers will not repay their loans – is one of the main risks that financial intermediaries face, and has ... Credit risk has been the underlying driver of most systemic
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
instances where similarities to advanced economies have been highlighted (at the possible risk of. ... independence just to the instrument domain is sufficient to guard against the risk of politically engineered business.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy
1 Dec 2009
RDP
PDF
156KB
It discusses how they are likely to affect theprobability of a systemic event occurring, and discusses some implications formonetary policy. ... Foreign entrants have the potential to reduce the risk of systemic instabilitybecause they are diversified
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-05.pdf
Non-technical summary for 'Emergency Liquidity Injections'
8 Oct 2019
RDP
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459KB
RDP 2019-10 non-technical summary
https://www.rba.gov.au/publications/rdp/2019/2019-10/rdp-2019-10-non-technical-summary.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
Pirrong (2012) also warnsthat systemic risk could increase, noting that such fragmentation will increase. ... Both qualitative and quantitativeapproaches have been used to examine the effects of recent developments inmarket structure on collateralisation
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
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1285KB
The reforms aim to reduce interconnectedness and improve counterparty risk management in these important markets. ... The need for sound risk management arrangements to address concentration risks is well recognised both by policymakers (Tucker 2011, 2014
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
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201KB
9408 Weston S and B Gray, ‘The Supervisory Treatment of Banks’ Market Risk’. ... 504. Mackrell NC, ‘Minimising Systemic Risk with Real-Time Settlement of High-Value Transactions’, ASX Perspective, 3rd Quarter, pp 16–19.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf
Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study
14 Sep 2010
RDP
PDF
296KB
institutions to systemic risks (Bank of England 2009, Squam Lake Working Group on Financial Regulation 2009 and Caruana 2010). ... procedures to verify property valuations, and scoring techniques to identify high-risk loans (Genworth Financial 2007).
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
PDF
1627KB
demand during periods of heightened risk (Ashcraft, McAndrews and Skeie 2011). ... risk. The RBA, and many other central banks, have historically relied on surveys to collect information.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf