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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Discussion of Regulatory Policy Issues in Australia
7 Dec 2006
Conferences
PDF
45KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/borio-disc.pdf
Wrap-up Discussion | Conference – 2008
14 Jul 2008
Conferences
In fairness, all financial hedges display some degree of mismatch or ‘basis’ risk. ... Hu HTC and BS Black (2008), ‘Debt, Equity, and Hybrid Decoupling: Governance and Systemic Risk Implications’, University of Texas Law and Economics Research
https://www.rba.gov.au/publications/confs/2008/wrap-up-disc-2008.html
Discussion on Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference…
20 Aug 2012
Conferences
Gai, Haldane and Kapadia (2011) argue that macroprudential policy is about the taming of systemic risk, namely the externality that financial system participants, typically banks, impose on each other when undertaking ... The recent academic literature
https://www.rba.gov.au/publications/confs/2012/kuttner-shim-disc.html
Statement on Monetary Policy – August 2010
13 Aug 2010
SMP
– August 2010
PDF
996KB
https://www.rba.gov.au/publications/smp/2010/aug/pdf/0810.pdf
Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
One alternative is to consider the effect of banking consolidation on both individual bank risk and systemic risk as was done in the major study by the G10 (2001). ... Specifically, APRA through prudential regulation and bank licensing requirements, as
https://www.rba.gov.au/publications/confs/2007/davis.html
International and Foreign Exchange Markets
10 Feb 2010
SMP
– February 2010
Reduced concerns regarding counterparty credit risk are also evident in falling credit default swap (CDS) premia. ... Similarly, the European Council is seeking to implement a European Systemic Risk Board that will monitor and report on macro-prudential
https://www.rba.gov.au/publications/smp/2010/feb/intl-fx-mkts.html
Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
This algorithm produces a natural measure of systemic risk based on how many waves of defaults are required to induce a given firm in the system to fail. ... The analysis of the effects of shocks that affect several banks simultaneously is more relevant
https://www.rba.gov.au/publications/confs/2013/allen-carletti.html
Discussion of Regulating the New Financial Markets
7 Dec 2006
Conferences
PDF
19KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/sherwin-disc.pdf
Box A: Evolving Financial Conditions in China
10 Feb 2020
SMP
- November 2018
PDF
755KB
https://www.rba.gov.au/publications/smp/2018/nov/pdf/box-a-evolving-financial-conditions-in-china.pdf
Introduction | Conference – 2017
16 Mar 2017
Conferences
Overall, they find that the majority of countries have financial stability committees in place to measure and monitor systemic risks, and that most these have been set up since the crisis. ... These costs are compared to the harder-to-measure and
https://www.rba.gov.au/publications/confs/2017/introduction.html