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
Biographies of Contributors
19 Dec 2013
Conferences
PDF
102KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bios-2013.pdf
Policy Panel
19 Dec 2013
Conferences
PDF
209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf
Discussion of OTC Derivatives Reform: Netting and Networks
19 Dec 2013
Conferences
PDF
87KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning-disc.pdf
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Discussion of Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.pdf
Discussion of Bank Funding and Financial Stability
19 Dec 2013
Conferences
PDF
86KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/gai-haldane-kapadia-nelson-disc.pdf
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
However, this does not mean that a policy response is unnecessary, since systemic risk needs to be contained. ... Thus, systemic risks and puts to the safety net from dealer banks are likely to persist.
https://www.rba.gov.au/publications/confs/2013/singh.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
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
assets). The entity-based measure, however, excludes shadow banking activities undertaken by banks that may, nonetheless, contribute to systemic risk. ... As well, they expose the central bank to a larger amount of risk.
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
General Discussion on Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
Another discussion considered whether policymakers had a sufficiently systemic perspective in dealing with crises. ... The ability of policymakers to effectively minimise systemic risk by tempering risky activity was also discussed.
https://www.rba.gov.au/publications/confs/2013/allen-carletti-disc.html