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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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Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf
Credit, Money, Interest and Prices
26 Nov 2018
Research Workshop
PDF
1403KB
It is never efficient to chosethe safe endowment because endowment risk is idiosyncratic. ... 5. idiosyncratic risk increases and output falls as this leads to misallocation across sectors and lessinvestment.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf
Heterogeneous Global Cycles ∗ Maryam Farboodi MIT Péter Kondor ...
2 Dec 2018
Research Workshop
PDF
3705KB
the interaction between risk-shifting incentives of banks and sovereigns (Farhi and Tirole, 2016),. ... technology to firms. All agents are risk neutral, and there is no discounting.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farboodi.pdf
The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program
7 Apr 2016
Research Workshop
PDF
464KB
Reserve Bank of Australia Research Workshop 2015: Quantitative Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2015/pdf/rba-workshop-2015-fisher-ramcharan-yu.pdf
Exchange Rate Policies at the Zero Lower Bound
4 Jan 2018
Research Workshop
PDF
1012KB
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-javier-bianchi.pdf
Same Spain, Less Pain?
17 Jan 2017
Research Workshop
PDF
1230KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-gomez-gonzales.pdf
Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model
20 Nov 2009
Research Workshop
PDF
727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf
Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences
12 Dec 2013
Research Workshop
PDF
934KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/swanson.pdf
Competition and the Phillips Curve
19 Dec 2023
Research Workshop
PDF
833KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-fujiwara-matsuyama.pdf