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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Rates Normalization Amid Elevated Global Financial Vulnerabilities
29 Dec 2022
Conferences
PDF
1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf
Discussion on Regulating the New Financial Markets | Conference – 1996
9 Jul 1996
Conferences
It seems clear that the key objective is systemic stability. Current developments world-wide in the implementation of RTGS payment systems are a major step forward in dealing with systemic risk. ... Two main views were expressed. One view was that the
https://www.rba.gov.au/publications/confs/1996/sherwin-disc.html
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
2022 Conference – Biographies of Presenters
29 Dec 2022
Conferences
PDF
468KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-biographies.pdf
The Future of the Financial System
7 Dec 2006
Conferences
PDF
831KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/conf-vol-1996.pdf
Introduction to The Future of the Financial System
7 Dec 2006
Conferences
PDF
25KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/intro-96.pdf
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
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
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
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