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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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Systematic Risk Characteristics of Corporate Equity
1 Feb 1998
RDP
9802
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9802.html
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Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates
1 Oct 1987
RDP
8708
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8708.html
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A Contingent Claim Analysis of Risk-based Capital Standards for Banks
1 Sep 1992
RDP
9210
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html
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Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
12 Apr 2011
RDP
2011-02
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2011/2011-02.html
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A Decade of Australian Banking Risk: Evidence from Share Prices
1 Mar 1993
RDP
9302
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9302.html
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Appendix B: Risk-neutral Bond Pricing
30 Dec 2008
RDP
2008-09
RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Appendix B: Risk-neutral Bond Pricing. ... A. /σ. B. In this case, the portfolio must earn the risk-free rate r.
https://www.rba.gov.au/publications/rdp/2008/2008-09/appendix-b.html
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Risk versus Uncertainty
31 Dec 2000
RDP
2000-10
Download the Paper 298. KB. One of the first economists to make a distinction between risk and uncertainty was Frank Knight (1933). ... Known risks arise in situations where outcomes are governed by physical laws, e.g.
https://www.rba.gov.au/publications/rdp/2000/2000-10/risk-versus-uncertainty.html
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Appendix A: Pass-through Lower Bound in BA-MARTIN
21 Dec 2022
RDP
2022-08
The effect persistently lower capital ratios have on debt funding costs by increasing bank default risk. ... Once provisioning for losses has returned to normal, risk weights do not respond to changes in the cash rate.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
That said, the results do not suggest that central banks should focus mainly on output growth at the expense of inflation stabilisation given the risks of expectations de-anchoring, which could
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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The Supervisory Treatment of Banks’ Market Risk
1 Dec 1994
RDP
9408
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9408.html
See 8 more results from "RDP 9408"