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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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References
1 Nov 1993
RDP
9311
The Economic Journal. , 100, 90–104. Davis, E. Philip (1992),. Debt, Financial Fragility and Systemic Risk. , ... Volume 10, Number 25, July 1, 46–53. Levonian, Mark and Marianne Gizycki (1993), ‘A Decade of Australian Banking Risk: Evidence From
https://www.rba.gov.au/publications/rdp/1993/9311/references.html
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Uncertainty and Monetary Policy in Good and Bad Times
12 Oct 2017
RDP
PDF
1508KB
Federal Reserve acted, borrowing the terminology proposed by Greenspan (2004), as a ‘risk. ... and offers narrative evidence in favour of risk management by the Federal Reserve.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-06.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
Pirrong (2012) also warnsthat systemic risk could increase, noting that such fragmentation will increase. ... Both qualitative and quantitativeapproaches have been used to examine the effects of recent developments inmarket structure on collateralisation
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Asset Prices, Credit Growth, Monetary and Other Policies: An Australian Case Study
14 Sep 2010
RDP
PDF
296KB
institutions to systemic risks (Bank of England 2009, Squam Lake Working Group on Financial Regulation 2009 and Caruana 2010). ... procedures to verify property valuations, and scoring techniques to identify high-risk loans (Genworth Financial 2007).
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-06.pdf
Submission to Payments System Review
3 Feb 2021
Submissions
PDF
1155KB
Inertia and coordination problems can hold back systemic innovation in networks such as. ... operational and cyber-security risks have increased. Consideration could be given to clarifying.
https://www.rba.gov.au/publications/submissions/payments-system/pdf/submission-to-payments-system-review-01-2021.pdf
Agency Costs, Balance Sheets and the Business Cycle
30 Nov 2009
RDP
PDF
114KB
As a result, depositors face a potential risk similar tothat outlined in Diamond and Dybvig (1983). ... In practice, such considerationsmay be important. The firm's owners can diversify risk by holding shares of manycompanies.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
aware of the risks of such exposures in the early stages of the floating exchange rate regime. ... depends on both the return and the perceived risk associated with the investment.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
PDF
201KB
9408 Weston S and B Gray, ‘The Supervisory Treatment of Banks’ Market Risk’. ... 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/pdf/rdp2001-10.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
The reforms aim to reduce interconnectedness and improve counterparty risk management in these important markets. ... The need for sound risk management arrangements to address concentration risks is well recognised both by policymakers (Tucker 2011, 2014
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
The Deregulated Era
31 Dec 2001
RDP
2001-07
The third criticism of the Reserve Bank's role was that it underestimated the systemic implications of Farrow's failure. ... knowledge to be best placed to manage systemic risk (Financial System Inquiry 1997).
https://www.rba.gov.au/publications/rdp/2001/2001-07/deregulated-era.html
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