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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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Non-technical summary for 'Macroprudential Limits on Mortgage Products: The Australian Experience'
22 Jul 2021
RDP
PDF
526KB
RDP 2021-07 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-07/rdp-2021-07-non-technical-summary.pdf
References
15 Aug 2018
RDP
2018-09
160. Adrian T, B Begalle, A Copeland and A Martin (2014), ‘Repo and Securities Lending’, in M Brunnermeier and A Krishnamurthy (eds), Risk Topography: Systemic Risk and Macro Modeling, National Bureau ... Ashcraft AB and D Duffie (2007), ‘Systemic
https://www.rba.gov.au/publications/rdp/2018/2018-09/references.html
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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
4 April 2023 | Minutes of the Monetary Policy Meeting of the Board
18 Apr 2023
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 4 April 2023
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2023/2023-04-04.html
Credit Losses at Australian Banks: 1980–2013
11 May 2015
RDP
2015-06
Credit risk – the risk that borrowers will not repay their loans – is one of the main risks that financial intermediaries face, and has been the underlying driver of most systemic banking ... This paper explores the ex post credit risk experience –
https://www.rba.gov.au/publications/rdp/2015/2015-06.html
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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
References
14 Feb 2018
RDP
2018-01
Martinez-Jaramillo S, B Alexandrova-Kabadjova, B Bravo-Benitez and JP Solórzano-Margain (2014), ‘An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk’, Journal
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
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References
11 Sep 2015
RDP
2015-02
Bank for International Settlements, Basel. Markose SM (2012), ‘Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax’, IMF Working Paper No ... Markose SM, S Giansante and AR
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
Such hybrid features have the potential to mitigate the systemic effect of participants’ operational disruptions. ... Another measure of the systemic impact is the simulator’s settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
Submission to Payments System Review
3 Feb 2021
Submissions
PDF
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