Search: systemic risks
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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Introduction to Monetary Policy and Financial Stability in a World of Low Interest Rates
18 Dec 2017
Conferences
PDF
4354KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-introduction.pdf
Biographies of Contributors
14 Dec 2017
Conferences
PDF
859KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-biographies.pdf
New Financial Stability Governance and Central Banks
13 Dec 2017
Conferences
PDF
1022KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-edge-liang.pdf
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
Uncertainty and Monetary Policy in Good and Bad Times
1 Oct 2017
RDP
2017-06
First, we run a counterfactual simulation to produce the ‘risk management-driven policy rate gap’. ... These macroeconomic aggregates would have followed a similar historical path regardless of risk management.
https://www.rba.gov.au/publications/rdp/2017/2017-06/full.html
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New Financial Stability Governance and Central Banks | Conference – 2017
16 Mar 2017
Conferences
The documents describe three components of macroprudential policy frameworks, specifically: (i) measuring and monitoring systemic risk; (ii) implementing policies to mitigate identified systemic risks; and (iii) establishing an institutional and
https://www.rba.gov.au/publications/confs/2017/edge-liang.html
Financial Stability in a Low Interest Rate Environment: An Australian Case Study | Conference – 2017
16 Mar 2017
Conferences
First, APRA was more willing to lean against banks' risk and capital choices where needed. ... regulation. Among many other changes, APRA commenced looking harder for signs of emerging systemic risks.
https://www.rba.gov.au/publications/confs/2017/ellis-littrell.html
Introduction | Conference – 2017
16 Mar 2017
Conferences
Overall, they find that the majority of countries have financial stability committees in place to measure and monitor systemic risks, and that most these have been set up since the crisis. ... These costs are compared to the harder-to-measure and
https://www.rba.gov.au/publications/confs/2017/introduction.html
Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017
16 Mar 2017
Conferences
Borio (2012) defines the financial cycle as changes in market participants' perceptions of risk and attitude towards risk as well as changes in financing constraints. ... Given that there is some evidence that other financial variables could affect
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html
Monetary Policy and Financial Stability | Conference – 2017
16 Mar 2017
Conferences
And, on the prudential front, the emphasis has shifted to containing systemic risk by complementing traditional microprudential policies aimed at individual institutions with macroprudential policy frameworks, as recommended in Viñals (2013),
https://www.rba.gov.au/publications/confs/2017/dell-ariccia-habermeier-haksar-mancini-griffoli.html