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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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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
financial stability, banking, modelling. Macrofinancial stress testing is a tool to help policymakers better understand the key systemic vulnerabilities in a financial system. ... It is designed with a focus on understanding systemic vulnerabilities and
https://www.rba.gov.au/publications/rdp/2022/2022-03.html
Introduction
20 Sep 2022
RDP
2022-03
Most importantly, our model is driven by three principles:. A focus on the systemic aspects of risks to banks' balance sheets, as well as features such as contagion across banks. ... evolve inthen sets up various ways in which the model captures systemic
https://www.rba.gov.au/publications/rdp/2022/2022-03/introduction.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Most importantly, our model is driven by three principles:. A focus on the systemic aspects of risks to banks' balance sheets, as well as features such as contagion across banks. ... evolve inthen sets up various ways in which the model captures systemic
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html