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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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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