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.
Search Results
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
The Global Financial Environment
7 Oct 2022
FSR
– October 2022
These include cyber risk, a worsening geopolitical environment, climate-related financial vulnerabilities and the emerging risks associated with crypto-assets (see Box A: Financial Stability Risks from Crypto-assets). ... downturn. Graph 1.9. … but
https://www.rba.gov.au/publications/fsr/2022/oct/global-financial-environment.html
Overview
25 Apr 2023
FSR
- April 2023
PDF
145KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/overview.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
the risk to the lender – if a repo borrower defaults, the lender takes immediate ownership of the. ... monitoring firm-level and systemic risk in these markets. (p 132)3. 1 ‘Repo’ is short for ‘repurchase agreement’.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
The Global Financial Environment
8 Oct 2021
FSR
– October 2021
Banks' profitability has increased, but uncertainties related to the pandemic are a key risk. ... However, if Evergrande was to collapse, it could be a source of systemic stress if it shifts perceptions about overall risk in the property sector, noting
https://www.rba.gov.au/publications/fsr/2021/oct/global-financial-environment.html
Box C: Building Resilience to Cyber Risks
18 Nov 2022
FSR
- April 2022
PDF
102KB
https://www.rba.gov.au/publications/fsr/2022/apr/pdf/box-c-building-resilience-to-cyber-risks.pdf
The Australian Financial System
8 Oct 2021
FSR
– October 2021
The risk of credit losses borne by banks is further increased if properties are not fully insured or become uninsurable (which itself may be exacerbated by changing climate risks). ... As such, the risk from declining asset values is borne by members
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.html
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
In addition, where possible, counterparty risk could be reduced by the novation of transactions to a central counterparty. ... Not surprisingly, heightened counterparty risk has led to a significant reduction in liquidity in many bilateral markets.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Overview
7 Oct 2021
FSR
- October 2021
PDF
147KB
https://www.rba.gov.au/publications/fsr/2021/oct/pdf/00-overview.pdf
Box D: Cyber Risk
10 Feb 2020
FSR
October 2018
PDF
556KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-d.pdf