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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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Financial Stability: Ten Questions and about Seven Answers | Conference – 2010
9 Feb 2010
Conferences
Systemic risk is not only about the knock-on effects of some external event like a meteor strike. ... The systemic risk that a given firm poses is hard to measure, but it surely exists.
https://www.rba.gov.au/publications/confs/2010/caruana.html
Property Prices and Bank Risk-taking | Conference – 2012
20 Aug 2012
Conferences
Some of these risks can be diversified, others not. The resulting threat of contagion affects banks' risk-taking incentives. ... In theory, various taxes and fees could be adjusted in a cyclical fashion (with real estate prices, or aggregate credit, or
https://www.rba.gov.au/publications/confs/2012/dellariccia.html
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
For example, Allen and Gale (2000) highlight the possibility that systemic risks in the interbank market can vary with the structure of creditor relations. ... 4.3 Minimising costs of LOLR. Doctrine maintains that minimising such costs requires that
https://www.rba.gov.au/publications/confs/2008/davis.html
Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
Systemic risks to the banking system are risks for the nation as a whole. ... Systemic risk may be increased through contagious financial disorders originating in poorly regulated financial centres; depositors, investors and counterparties may be exposed
https://www.rba.gov.au/publications/confs/1996/dale.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
Risk-based supervision aims to ensure that supervisory attention and resources are targeted at institutions whose activities are posing greater risks or have larger systemic impact. ... Multi-risk economic capital models with coverage beyond credit and
https://www.rba.gov.au/publications/confs/2007/laker.html
New Financial Stability Governance and Central Banks | Conference – 2017
16 Mar 2017
Conferences
The documents describe three components of macroprudential policy frameworks, specifically: (i) measuring and monitoring systemic risk; (ii) implementing policies to mitigate identified systemic risks; and (iii) establishing an institutional and
https://www.rba.gov.au/publications/confs/2017/edge-liang.html
Panel Discussion: Assessing Structural Change in China and Its Consequences | Conference – 2016
18 Mar 2016
Conferences
Very few economists forecast the global financial crisis; the vast majority did not, and were unaware of the build-up of systemic risks that became clear only after the crisis occurred. ... This is because of good risk management practices by the banks,
https://www.rba.gov.au/publications/confs/2016/panel-discussion.html
Discussion on Regulatory Policy Issues in Australia | Conference – 1996
9 Jul 1996
Conferences
Kaufman (ed.), Banking, Financial Markets, and Systemic Risk, Research in Financial Services Series, 7, JAI Press Inc, Greenwich, 1995. ... This scenario suggested that systemic risks traditionally ascribed to banking could also be relevant in the
https://www.rba.gov.au/publications/confs/1996/borio-disc.html
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
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
The near-collapse of Long-Term Capital Management (LTCM) has highlighted the systemic risk arising from very large individual market players being overwhelmed by market forces. ... Systemic risks posed by the case of LTCM on the financial markets and
https://www.rba.gov.au/publications/confs/1999/yam.html