Search: systemic risks

Sort by: Relevance Date
31–40 of 315 search results for 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

Financialisation and the Term Structure of Commodity Risk Premiums

30 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
Research Discussion Paper – RDP 2017-03 Financialisation and the Term Structure of Commodity Risk Premiums. ... This suggests information could be contained in the shape of the risk premium curve.
https://www.rba.gov.au/publications/rdp/2017/2017-03.html
See 12 more results from "RDP 2017-03"

Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1999/1999-04.html
See 10 more results from "RDP 1999-04"

Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9409.html
See 12 more results from "RDP 9409"

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1997/9708.html
See 6 more results from "RDP 9708"

Systematic Risk Characteristics of Corporate Equity

1 Feb 1998 RDP 9802
Geoffrey Shuetrim
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1998/9802.html
See 8 more results from "RDP 9802"

Risk Effects Versus Monetary Effects in the Determination of Short-term Interest Rates

1 Oct 1987 RDP 8708
Malcolm L. Edey
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1987/8708.html
See 7 more results from "RDP 8708"

A Contingent Claim Analysis of Risk-based Capital Standards for Banks

1 Sep 1992 RDP 9210
Mark Levonian and Sarah Kendall
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1992/9210.html
See 7 more results from "RDP 9210"

Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

12 Apr 2011 RDP 2011-02
Callum Jones and Mariano Kulish
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2011/2011-02.html
See 12 more results from "RDP 2011-02"

Appendix B: Risk-neutral Bond Pricing

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
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
See 10 more results from "RDP 2008-09"

A Decade of Australian Banking Risk: Evidence from Share Prices

1 Mar 1993 RDP 9302
Marianne Gizycki and Mark Levonian
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9302.html
See 9 more results from "RDP 9302"