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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

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

Agency Costs, Credit Supply and Credit Demand: A Review

1 Nov 1993 RDP 9311
Philip Lowe and Thomas Rohling
As a result, depositors face a potential risk similar to that outlined in Diamond and Dybvig (1983). ... In Jensen and Mecking's model, managers are assumed to be approximately risk neutral.
https://www.rba.gov.au/publications/rdp/1993/9311/agency-costs-credit-supply-demand.html