Search: systemic risks

Sort by: Relevance Date
4150 of 787 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

Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
Submission to the Financial System Inquiry – March 2014
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/

Trends in the Australian Banking System: Implications for Financial System Stability and Monetary Policy

1 Dec 2009 RDP PDF 156KB
It discusses how they are likely to affect theprobability of a systemic event occurring, and discusses some implications formonetary policy. ... Foreign entrants have the potential to reduce the risk of systemic instabilitybecause they are diversified
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-05.pdf

References

31 Dec 2013 RDP 2013-05
Gianni La Cava
Collapse of the Private-Label RMBS Market’, Paper presented at ‘Regulation of Systemic Risk’, a Conference sponsored by the Federal Reserve Board and.
https://www.rba.gov.au/publications/rdp/2013/2013-05/references.html
See 7 more results from "RDP 2013-05"

The Benefits and Costs of Tiering

31 Dec 2012 RDP 2012-06
Robert Arculus, Jennifer Hancock and Greg Moran
In particular, tiering can increase a number of types of risk in a payment system. ... While the focus in this paper is on credit and concentration risk, other risks that can arise from tiering include:.
https://www.rba.gov.au/publications/rdp/2012/2012-06/benefits-costs-tiering.html
See 8 more results from "RDP 2012-06"

Policy Issues

31 Dec 2006 RDP 2006-12
Luci Ellis
constraints and regulation, and how much implies an increase in their risk profiles. ... Even if systemic risks to the financial system have not increased, these developments have implications for policy-makers' understanding of macroeconomic behaviour.
https://www.rba.gov.au/publications/rdp/2006/2006-12/policy-issues.html
See 3 more results from "RDP 2006-12"

Liquidity Shocks and the US Housing Credit Crisis of 2007–2008

2 Feb 2015 RDP PDF 756KB
Geographiclocation is therefore potentially a significant determinant of credit risk in homemortgage lending. ... regardless of the perceived risk of the borrowers (Giannetti andLaeven 2012; De Haas and Van Horen 2012).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf

Emergency Liquidity Injections

3 Oct 2019 RDP PDF 2093KB
This reduces banks’ losses on illiquid securities without incentivising more liquidity risk-taking. ... 11. liquidity-rich authority, interventions tend to have low risk relative to returns.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf

Methodology

31 Dec 2012 RDP 2012-05
Ashwin Clarke and Jennifer Hancock
Given that the focus is on the systemic impact of a disruption, the measure of unsettled payments excludes payments to or from the stricken participant. ... Another measure of the systemic impact is the simulator's settlement delay indicator.
https://www.rba.gov.au/publications/rdp/2012/2012-05/methodology.html
See 6 more results from "RDP 2012-05"

List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
51. 45. 50. 45. Tier 1 capital ratio (per cent of risk-weighted assets). ... Sources: APRA; RBA. Table 4.4: Systemic Importance of FMIs Operating in Australia.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html

Asset Prices, Monetary and Other Policies

31 Dec 2010 RDP 2010-06
Paul Bloxham, Christopher Kent and Michael Robson
which forced financial institutions to recognise the risk of loan loss when loans entered the balance sheet, rather than once loans became impaired. ... This may include measures that better account for the contribution of individual financial
https://www.rba.gov.au/publications/rdp/2010/2010-06/asset-prices-monetary.html
See 7 more results from "RDP 2010-06"