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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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Inquiry into the Financial Sector Legislation Amendment (Crisis Resolution Powers and Other Measures) Bill 2017
21 Dec 2017
Submissions
PDF
319KB
Submission to the Senate Inquiry into Crisis Management Bill
https://www.rba.gov.au/publications/submissions/financial-sector/pdf/submission-to-the-senate-inquiry-into-crisis-management-bill-2017-12.pdf
Competition in the Australian Financial System - March 2018
21 Mar 2018
Submissions
PDF
503KB
Supplementary Submission to the Productivity Commission Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/competition-in-the-financial-system-2018-03/pdf/supplementary-submission-to-productivity-commission-march-2018.pdf
Supplementary Submission to the Financial System Inquiry - 13 January 1997 (Published as Occasional Paper No. 15)
23 Jun 2010
Submissions
PDF
116KB
Systemic financial crisesinvariably result from credit risk, and RTGS does not solve that problem, or theproblem of contagion. ... sophisticated risk management products and thattheir systems are appropriate to the risks in their business.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-supplement-1997/pdf/financial-system-inquiry-supplement-1997.pdf
The Origin of the Asian Financial Turmoil
1 Dec 2009
RDP
PDF
451KB
South Korea [An exit policy] to ensure the rapid resolution of troubled financial institutions in amanner which minimises systemic distress and avoids moral hazard … the restructuringand recapitalisation of all banks that ... Secondly, the long-running
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9805.pdf
Submission to the Review of the Operation of the Sunsetting Provisions in the Legislation Act 2003
14 Jul 2017
Submissions
PDF
493KB
minimise the risks of systemic disruptions arising from those payment systems. ... licensees identify and properly control risks associated with the operation of their facilities and.
https://www.rba.gov.au/publications/submissions/other/pdf/review-of-the-operation-of-the-sunsetting-provisions-in-the-legislation-act-2003.pdf
The Impact of Hedge Funds on Financial Markets
23 Feb 2001
Submissions
PDF
55KB
26. The report noted that many of the systemic risks associated with the activities of HLIscould be addressed through better risk management, along the lines of theserecommendations, at the counterparty level. ... This would include data on the sizeof
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-international-financial-markets-effects-on-govt-policy/pdf/impact-hedge-funds-on-financial-markets-1999.pdf
Submission to the Financial System Inquiry - 6 September 1996 (Published as Occasional Paper No. 14)
25 Jul 2013
Submissions
PDF
604KB
The extra risk from the moral hazard is that institutionswould be deterred from competing on safety, and they would be encouraged to takegreater risks to maximise returns. ... make sure that trustees maintain anappropriately diversified portfolio and do
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/pdf/financial-system-inquiry-1996.pdf
Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
1 Dec 2009
RDP
PDF
458KB
References 52. AUSTRALIAN BANKING RISK: THE STOCK MARKET’SASSESSMENT AND THE RELATIONSHIP BETWEEN. ... 11. Financial risk is aligned with the bank’s leverage. Regardless of the proclivity ofbanks to take risks, exogenous events can result in banks
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf
Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Dec 2009
RDP
PDF
400KB
MEASURING TRADED MARKET RISK: VALUE-AT-RISK ANDBACKTESTING TECHNIQUES. Colleen Cassidy and Marianne Gizycki. ... Hence, risks across differentinstruments, traders and markets can be readily compared and aggregated.
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
for their overall risk-weighted equity ratio:. 1-. tt. t. Total EquityCET Ratio. ... In our analysis, risk. weights are driven by two key factors (Table 1).
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf