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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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Credit Losses at Australian Banks: 1980–2013

11 May 2015 RDP 2015-06
David Rodgers
Credit risk – the risk that borrowers will not repay their loans – is one of the main risks that financial intermediaries face, and has been the underlying driver of most systemic banking ... This paper explores the ex post credit risk experience –
https://www.rba.gov.au/publications/rdp/2015/2015-06.html

References

31 Dec 2015 RDP 2015-06
David Rodgers
Expectations and Impact of Extraordinary Government Intervention and the Role of Systemic Risk in the Financial Crisis’, Washington DC, 2 September. ... Jiménez G and J Saurina (2006), ‘Credit Cycles, Credit Risk, and Prudential Regulation’,.
https://www.rba.gov.au/publications/rdp/2015/2015-06/references.html

Summary and Policy Implications

31 Dec 2015 RDP 2015-06
David Rodgers
The historical experience of credit losses at Australian banks this paper describes should help to guide overall understanding of the credit risk they currently face. ... These considerations suggest that any weakening in lending standards in these areas
https://www.rba.gov.au/publications/rdp/2015/2015-06/sum-pol-implications.html

Introduction

31 Dec 2015 RDP 2015-06
David Rodgers
Download the Paper 1.46. MB. Credit risk – the risk that borrowers will not repay their loans – is one of the main risks that financial intermediaries (such as banks) face. ... Credit risk has been the underlying driver of most systemic banking
https://www.rba.gov.au/publications/rdp/2015/2015-06/introduction.html