Search: systemic risks

Sort by: Relevance Date
12 of 2 collapsed search results for systemic risks
Did you mean systemicrisk?

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.

Search Results

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Bank for International Settlements, Basel. Markose SM (2012), ‘Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and its Mitigation with Super-Spreader Tax’, IMF Working Paper No ... Markose SM, S Giansante and AR
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html

Background and Relevant Literature

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Download the Paper 1.26. MB. 2.1 The Systemic Importance of Central Counterparties. ... The need for sound risk management arrangements to address concentration risks is well recognised both by policymakers (Tucker 2011, 2014; Bailey 2014; Cœuré 2014;
https://www.rba.gov.au/publications/rdp/2015/2015-02/background-relevant-literature.html