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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Overview
21 Nov 2022
FSR
- October 2022
PDF
144KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/overview.pdf
Box E: The 2018 Financial Sector Assessment Program (FSAP) Review of Australia
10 Feb 2020
FSR
April 2019
PDF
601KB
https://www.rba.gov.au/publications/fsr/2019/apr/pdf/box-e.pdf
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
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Another ongoing challenge for the financial system is climate change (see ‘Box A: International Banks' Response to Climate Risk’).The Australian financial system is directly affected through the physical risks to ... In addition, the Reserve Bank of
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
1. The Global and Macro-financial Environment
9 Oct 2023
FSR
- October 2023
PDF
917KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/01-global-financial-environment.pdf
Household and Business Finances in Australia
7 Oct 2022
FSR
– October 2022
Recent FHBs are also more likely to experience financial stress. Nevertheless, these loans do not pose a systemic risk to banks as they account for less than 10 per cent of ... Financial market pricing of risk (which measures a companys risk of
https://www.rba.gov.au/publications/fsr/2022/oct/household-business-finances-in-australia.html
3. Resilience of the Australian Financial System
9 Oct 2023
FSR
- October 2023
PDF
607KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/03-australian-financial-system.pdf
Mortgage Macroprudential Policies
8 Oct 2021
FSR
– October 2021
Capital measures have also been used to address systemic risks. Such measures include the countercyclical capital buffer (CCyB) (which adjusts the capital buffer banks must hold to guard against systemic risk) ... six-month ended annualised terms by
https://www.rba.gov.au/publications/fsr/2021/oct/mortgage-macroprudential-policies.html
Overview
25 Apr 2023
FSR
- April 2023
PDF
145KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/overview.pdf