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
References
11 Sep 2015
RDP
2015-02
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
See 7 more results from "RDP 2015-02"
Credit Losses at Australian Banks: 1980–2013
8 May 2015
RDP
PDF
1495KB
Media Office: rbainfo@rba.gov.au. i. Abstract. Credit risk – the risk that borrowers will not repay their loans – is one of the main risks that financial intermediaries face, and has ... Credit risk has been the underlying driver of most systemic
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf
References
14 Feb 2018
RDP
2018-01
Martinez-Jaramillo S, B Alexandrova-Kabadjova, B Bravo-Benitez and JP Solórzano-Margain (2014), ‘An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk’, Journal
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
See 5 more results from "RDP 2018-01"
References
9 Oct 2019
RDP
2019-10
Farhi E and J Tirole (2012), ‘Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts’, The American Economic Review, 102(1), pp 60–93. ... Dice Center for Research in Financial Economics Working Paper 2014-09. Morris S and HS Shin (2016),
https://www.rba.gov.au/publications/rdp/2019/2019-10/references.html
See 11 more results from "RDP 2019-10"
Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
Such hybrid features have the potential to mitigate the systemic effect of participants’ operational disruptions. ... Another measure of the systemic impact is the simulator’s settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
Introduction
31 Dec 2013
RDP
2013-12
Indeed, Duffie and Zhu (2011) find that mandated central clearing could increase systemic risk if activity is fragmented across multiple CCPs. ... Pirrong (2012) also warns that systemic risk could increase, noting that such fragmentation will increase
https://www.rba.gov.au/publications/rdp/2013/2013-12/introduction.html
See 4 more results from "RDP 2013-12"
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
aware of the risks of such exposures in the early stages of the floating exchange rate regime. ... depends on both the return and the perceived risk associated with the investment.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
PDF
1627KB
demand during periods of heightened risk (Ashcraft, McAndrews and Skeie 2011). ... risk. The RBA, and many other central banks, have historically relied on surveys to collect information.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study
14 Sep 2010
RDP
PDF
296KB
institutions to systemic risks (Bank of England 2009, Squam Lake Working Group on Financial Regulation 2009 and Caruana 2010). ... procedures to verify property valuations, and scoring techniques to identify high-risk loans (Genworth Financial 2007).
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf
The Deregulated Era
31 Dec 2001
RDP
2001-07
The third criticism of the Reserve Bank's role was that it underestimated the systemic implications of Farrow's failure. ... knowledge to be best placed to manage systemic risk (Financial System Inquiry 1997).
https://www.rba.gov.au/publications/rdp/2001/2001-07/deregulated-era.html
See 12 more results from "RDP 2001-07"