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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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Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
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1659KB
and are willing to take financial risk borrowing much more for car purchases. ... Panel C: Financial attitude in 4t . Not taking financial risk 0.87.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Global Imbalances and the Global Saving Glut - A Panel Data Assessment
26 Nov 2007
RDP
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338KB
We identify financial crises as those episodes listed as: (i) systemic banking crises in Caprio and Klingebiel (2003); or (ii) a currency crisis lasting for at least 12 months by Kaminsky
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-11.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
This long-run interest rate risk differs from higher frequency interest rate volatility (i.e. ... This ‘search for yield’ behaviour. is a risk frequently highlighted in the literature.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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1959KB
follow a risk management approach in which it weighs both ‘hard’, quantitative information that. ... As a result, risk premia on money and fixed income markets rose sharply,.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
19 Dec 2023
RDP
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1692KB
They may also have had. positive spillovers or greater upside risk in terms of skills formation, learning by doing or pushing the knowledge.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-10.pdf
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
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1588KB
Kaplan, Mitmanand Violante (2020) argue that the conclusion in Favilukis et al (2017) relies on unrealistic modellingassumptions, including one-period mortgages that are subject to refinancing risks and an absence ofa
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
The Apartment Shortage
30 Jul 2020
RDP
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3814KB
Many developers argue that the risks in housing supply (and, by implication, compensation for those. ... average overrun. While uncertainty about overruns creates a risk that requires compensation, this.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
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1495KB
portion of commodity risk premiums by increasing the correlation between returns on commodity. ... 2.1 Commodity Risk Premiums 6. 2.2 Commodity Market Financialisation 7. 3.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
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1878KB
The discount rate can also be thought of as the ‘required rate of return’, which consists of the risk-. ... free rate plus a risk premium that might vary according to the local housing market.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
What Is Driving Participation and Diversity Trends in Economics? A Survey of High School Students
24 Jun 2021
RDP
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1556KB
Risk because I don’t. know. It’s a risk to study Economics because I don’t know. ... Economics is ‘a risk to study because I don’t know what it is about’.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-06.pdf