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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2023
14 Dec 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/
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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How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
This analysis allows us to move beyond aggregate measures of indebtedness and so take account of how the distribution of debt across households influences systemic risk. ... To some extent the results suggest that the rise in household debt has not
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
See 7 more results from "RDP 2020-05"
Bulletin June Quarter 2023
29 Sep 2023
Bulletin
- June 2023
PDF
7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf
Stablecoins: Market Developments, Risks and Regulation
8 Dec 2022
Bulletin
– December 2022
Stablecoins – a type of crypto-asset designed to maintain a stable value – have grown in popularity over recent years.
https://www.rba.gov.au/publications/bulletin/2022/dec/stablecoins-market-developments-risks-and-regulation.html
2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/
Climate Change Risks to Australian Banks
16 Sep 2021
Bulletin
– September 2021
Climate change affects banks because of the impact it has on the value of assets used as collateral for loans and the incomes borrowers’ use to repay their loans.
https://www.rba.gov.au/publications/bulletin/2021/sep/climate-change-risks-to-australian-banks.html
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
sheets, they need more capital to meet regulatory capital requirements. Risk weights are determined. ... determined more by liquidity/risk conditions in global funding markets than by domestic economic.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
to borrower risk. As banks generally shift towards safe assets (Caballero, Farhi and. ... different (for risk diversification) businesses and geographical areas (Rochet and Tirole 1996; Freixas.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf