Search: systemic risks

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
31–40 of 612 search results for systemic risks
Did you mean systemicrisk?

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

References

1 Nov 1993 RDP 9311
Philip Lowe and Thomas Rohling
The Economic Journal. , 100, 90–104. Davis, E. Philip (1992),. Debt, Financial Fragility and Systemic Risk. , ... Volume 10, Number 25, July 1, 46–53. Levonian, Mark and Marianne Gizycki (1993), ‘A Decade of Australian Banking Risk: Evidence From
https://www.rba.gov.au/publications/rdp/1993/9311/references.html
See 6 more results from "RDP 9311"

Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study

14 Sep 2010 RDP PDF 296KB
institutions to systemic risks (Bank of England 2009, Squam Lake Working Group on Financial Regulation 2009 and Caruana 2010). ... procedures to verify property valuations, and scoring techniques to identify high-risk loans (Genworth Financial 2007).
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf

Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 3395KB
Pirrong (2012) also warnsthat systemic risk could increase, noting that such fragmentation will increase. ... Both qualitative and quantitativeapproaches have been used to examine the effects of recent developments inmarket structure on collateralisation
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf

A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001

1 Dec 2009 RDP PDF 201KB
9408 Weston S and B Gray, ‘The Supervisory Treatment of Banks’ Market Risk’. ... 504. Mackrell NC, ‘Minimising Systemic Risk with Real-Time Settlement of High-Value Transactions’, ASX Perspective, 3rd Quarter, pp 16–19.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf

The Deregulated Era

31 Dec 2001 RDP 2001-07
Bryan Fitz-Gibbon and Marianne Gizycki
The third criticism of the Reserve Bank's role was that it underestimated the systemic implications of Farrow's failure. ... knowledge to be best placed to manage systemic risk (Financial System Inquiry 1997).
https://www.rba.gov.au/publications/rdp/2001/2001-07/deregulated-era.html
See 12 more results from "RDP 2001-07"

Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy

1 Dec 2009 RDP PDF 156KB
It discusses how they are likely to affect theprobability of a systemic event occurring, and discusses some implications formonetary policy. ... Foreign entrants have the potential to reduce the risk of systemic instabilitybecause they are diversified
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-05.pdf

Financial Reform in Australia and China

4 Feb 2015 RDP PDF 1153KB
aware of the risks of such exposures in the early stages of the floating exchange rate regime. ... depends on both the return and the perceived risk associated with the investment.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf

Agency Costs, Balance Sheets and the Business Cycle

30 Nov 2009 RDP PDF 114KB
As a result, depositors face a potential risk similar tothat outlined in Diamond and Dybvig (1983). ... In practice, such considerationsmay be important. The firm's owners can diversify risk by holding shares of manycompanies.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf

References

31 Dec 2013 RDP 2013-05
Gianni La Cava
Collapse of the Private-Label RMBS Market’, Paper presented at ‘Regulation of Systemic Risk’, a Conference sponsored by the Federal Reserve Board and.
https://www.rba.gov.au/publications/rdp/2013/2013-05/references.html
See 7 more results from "RDP 2013-05"

Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
This reduces banks’ losses on illiquid securities without incentivising more liquidity risk-taking. ... 11. liquidity-rich authority, interventions tend to have low risk relative to returns.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf