Search: 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
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
driven by three principles:. 1. A focus on the systemic aspects of risks to banks’ balance sheets, as well as features such as. ... evolve in Section 4. Section 5 then sets up various ways in which the model captures systemic risk.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
financial stability, banking, modelling. Macrofinancial stress testing is a tool to help policymakers better understand the key systemic vulnerabilities in a financial system. ... It is designed with a focus on understanding systemic vulnerabilities and
https://www.rba.gov.au/publications/rdp/2022/2022-03.html
See 10 more results from "RDP 2022-03"
References
18 Jan 2022
RDP
2022-01
APRA (2019), ‘Review of APRA's Prudential Measures for Residential Mortgage Lending Risks’, Information Paper, 29 January. ... Henry J and C Kok (eds) (2013), ‘A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector’,
https://www.rba.gov.au/publications/rdp/2022/2022-01/references.html
See 8 more results from "RDP 2022-01"
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
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
to act fast and target the specific sources of systemic risk. ... between mortgage products in their systemic risk contributions. In February 2018, APRA released.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
APRA (2019b) describes the policies as ‘tactical, temporary constraints’, because they were designed to act fast and target the specific sources of systemic risk. ... It was replaced with longer-term tools for distinguishing between mortgage products
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
See 7 more results from "RDP 2021-07"
Non-technical summary for 'Macroprudential Limits on Mortgage Products: The Australian Experience'
22 Jul 2021
RDP
PDF
526KB
RDP 2021-07 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-07/rdp-2021-07-non-technical-summary.pdf
References
20 Jan 2021
RDP
2021-01
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 of ... Rochet J-C and J Tirole (1996), ‘Interbank
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
See 10 more results from "RDP 2021-01"
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
How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
This analysis allows us to move beyond aggregate measures of indebtedness and so take account of how the distribution of debt across households influences systemic risk. ... To some extent the results suggest that the rise in household debt has not
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
See 7 more results from "RDP 2020-05"