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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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Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
This reduces banks’ losses on illiquid securities without incentivising more liquidity risk-taking. ... 11. liquidity-rich authority, interventions tend to have low risk relative to returns.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

Methodology

31 Dec 2012 RDP 2012-05
Ashwin Clarke and Jennifer Hancock
Given that the focus is on the systemic impact of a disruption, the measure of unsettled payments excludes payments to or from the stricken participant. ... Another measure of the systemic impact is the simulator's settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/2012-05/methodology.html
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Liquidity Shocks and the US Housing Credit Crisis of 2007–2008

2 Feb 2015 RDP PDF 756KB
Geographiclocation is therefore potentially a significant determinant of credit risk in homemortgage lending. ... regardless of the perceived risk of the borrowers (Giannetti andLaeven 2012; De Haas and Van Horen 2012).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf

Asset Prices, Monetary and Other Policies

31 Dec 2010 RDP 2010-06
Paul Bloxham, Christopher Kent and Michael Robson
which forced financial institutions to recognise the risk of loan loss when loans entered the balance sheet, rather than once loans became impaired. ... This may include measures that better account for the contribution of individual financial
https://www.rba.gov.au/publications/rdp/2010/2010-06/asset-prices-monetary.html
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The Impact of Payment System Design on Tiering Incentives

28 Jan 2015 RDP PDF 862KB
While the focus in this paper is on credit and concentration risk, other risks that can arise from tiering include:. ... risk. On the other hand, the results suggest that both liquidity savings and risks would increase significantly if institutions above
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf

Housing and Housing Finance: The View from Australia and Beyond

8 Jan 2007 RDP PDF 278KB
markets, and particularly innovations in funding and risk management, had resulted in a substantial expansion in the supply of mortgage loans. ... loans. It is well-known that lending markets involve information asymmetries, so lenders do not know
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-12.pdf

References

31 May 1999 RDP 1999-05
Christopher Kent and Guy Debelle
27–48. Boyd, J. and S. Graham (1998), ‘Consolidation in US banking: Implications for Efficiency and Risk’, in Y. ... 7–36. Dziobek, C. and C. Pazarbasioglu (1997), ‘Lessons from Systemic Bank Restructuring: A Survey of 24 Countries’, IMF
https://www.rba.gov.au/publications/rdp/1999/1999-05/references.html
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Non-technical summary for 'Emergency Liquidity Injections'

8 Oct 2019 RDP PDF 459KB
RDP 2019-10 non-technical summary
https://www.rba.gov.au/publications/rdp/2019/2019-10/rdp-2019-10-non-technical-summary.pdf

Other Published Documents

31 Dec 2001 RDP 2001-10
Susan Hornby and Ivan Roberts
Weston S and SA Cooper, ‘Bank Checks’, Risk, 9(2), pp 23–27. ... 504. Mackrell NC, ‘Minimising Systemic Risk with Real-Time Settlement of High-Value Transactions’, ASX Perspective, 3rd Quarter, pp 16–19.
https://www.rba.gov.au/publications/rdp/2001/2001-10/other-published-documents.html
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References

1 May 1998 RDP 9805
Morris Goldstein and John Hawkins
233–282. Cline, W. and K. Barnes (1997), Spreads and Risks in Emerging Market Lending, Institute of International Finance, Washington DC. ... 47, April. Goldstein, M. (1998), The Asian Financial Crisis: Causes, Cures and Systemic Implications,
https://www.rba.gov.au/publications/rdp/1998/1998-05/references.html
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