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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
Jonathan Kearns and Philip Lowe
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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Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
The Bank is responsible for assessing how well licensees have complied with the standards and their obligation to do all other things necessary to reduce systemic risk. ... closed. CCP Standard 9 (Money settlements). Area of supervisory focus. Cyber risk
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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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2.1 Annual Performance Statement for 2022/23

19 Oct 2023 RBA Annual Report – October 2023
Annual Performance Statement for 2022/23 | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/annual-performance-statement.html

4. Financial Market Infrastructures

21 Oct 2021 PSB Annual Report – 2021
The Bank is responsible for assessing how well licensees have complied with the standards and their obligation to do all other things necessary to reduce systemic risk. ... Cyber risk management has been an increasingly important area of such guidance,
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html

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

Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

Annual Performance Statement for 2021/22

27 Oct 2022 RBA Annual Report – October 2022
Work with CFR agencies and international bodies to identify and appropriately address evolving systemic risks. ... The implementation of G20 financial sector reforms after the global financial crisis (such as Basel III), APRAs robust domestic regulatory
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html

Conclusion

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
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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References

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
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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