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1–10 of 3,765 search results for 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.

Evolving Bank and Systemic Risk

16 Dec 2021 Speech PDF 364KB

From bank risk to systemic riskI'd now like to turn to how those core risks to banks can result in systemic risks for the financialsystem. ... It is crucialthat banks continue to adapt their risk management for these evolving risks, as those bank risks

https://www.rba.gov.au/speeches/2021/pdf/sp-so-2021-12-16.pdf

Collateral, Netting and Systemic Risk in the OTC Derivatives Market; by Manmohan Singh; IMF Working paper 10/99; April 8, 2010.

24 Jan 2011 PDF 533KB

WP/10/99. Collateral, Netting and Systemic Risk in the OTC Derivatives Market. ... In order to mitigate systemic risk that is due to counterparty credit risks and failures, either the users of derivative contracts will have to hold more collateral

https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/central-clearing-otc/pdf/imf-wdc-2.pdf