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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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The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
other than of the highest credit quality exposed the central bank to an unacceptable degree of risk. ... Such actions are, however, not without considerable risks. Not only is there the obvious risk that the assets may ultimately be worth less than the
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
financial stability, banking, modelling. Macrofinancial stress testing is a tool to help policymakers better understand the key systemic vulnerabilities in a financial system. ... It is designed with a focus on understanding systemic vulnerabilities and
https://www.rba.gov.au/publications/rdp/2022/2022-03.html
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
driven by three principles:. 1. A focus on the systemic aspects of risks to banks’ balance sheets, as well as features such as. ... evolve in Section 4. Section 5 then sets up various ways in which the model captures systemic risk.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
References
31 Dec 2001
RDP
2001-06
RDP 2001-06: The Effect of Macroeconomic Conditions on Banks' Risk and Profitability References. ... Minsky M (1995), ‘Financial Factors in the Economics of Capitalism’, in H Benink (ed), Coping with Financial Fragility and Systemic Risk, Kluwer
https://www.rba.gov.au/publications/rdp/2001/2001-06/references.html
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Conclusion
9 Dec 2019
RDP
2019-11
internal Macroprudential Policy Bureau to monitor and manage financial systemic risks.
https://www.rba.gov.au/publications/rdp/2019/2019-11/conclusion.html
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International Financial Conditions
8 May 2020
SMP
– May 2020
Measures have aimed to achieve one or more objectives:. Lower risk-free rates by reducing policy rates, strengthening forward guidance and purchasing sovereign bonds. ... Heightened risk aversion and demand for cash contributed to investors reallocating
https://www.rba.gov.au/publications/smp/2020/may/international-financial-conditions.html
References
18 Jan 2022
RDP
2022-01
APRA (2019), ‘Review of APRA's Prudential Measures for Residential Mortgage Lending Risks’, Information Paper, 29 January. ... Henry J and C Kok (eds) (2013), ‘A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector’,
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
APRA (2019b) describes the policies as ‘tactical, temporary constraints’, because they were designed to act fast and target the specific sources of systemic risk. ... It was replaced with longer-term tools for distinguishing between mortgage products
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
to act fast and target the specific sources of systemic risk. ... between mortgage products in their systemic risk contributions. In February 2018, APRA released.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
References
20 Jan 2021
RDP
2021-01
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 of ... Rochet J-C and J Tirole (1996), ‘Interbank
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
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