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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
15 Aug 2018
RDP
2018-09
160. 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 ... Ashcraft AB and D Duffie (2007), ‘Systemic
https://www.rba.gov.au/publications/rdp/2018/2018-09/references.html
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
To minimise counterparty risk, the RBA uses repos when lending to private banks in open market operations (OMO). ... More comprehensive data collection would both deepen our understanding of the repo and [securities] lending markets and facilitate
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
Introduction
15 Aug 2018
RDP
2018-09
To minimise counterparty risk, the RBA uses repos when lending to private banks in open market operations (OMO). ... More comprehensive data collection would both deepen our understanding of the repo and [securities] lending markets and facilitate
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html