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Systemic risk

Alternative labels
Systemic financial risk
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Risk
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Systemic risk
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Report

Public exposure and responses to data breaches in Australia: October 2022


This paper reports Australians' views about data trust, cybercrime and data breaches and how these have changed. It is based on data from four waves of the ANUpoll collected over the period October 2019 to October 2022.
Report

Professional Indemnity Insurance Roundtable: report for stakeholders and further actions


This summary report outlines key themes and actions from the Professional Standards Councils’ Roundtable on professional standards schemes and indemnity insurance.
Working paper

The changing international network of sovereign debt and financial institutions


We develop a theoretical and empirical framework to model the international connections between financial institutions and sovereign debt markets. The empirical framework nests both tests of contagion and changes in the structure of the network itself. The network is found to be robust but fragile.
Working paper

The Value of Bank Capital Buffers in Maintaining Financial System Resilience


The Australian Financial System Inquiry (FSI) has identified ways to improve the efficiency and resilience of the Australian banking system. In particular, bank capital levels are expected to be unquestionably strong. However, limited empirical guidance on the size of such buffers exists. We analyse the impact of increased capital buffers on system resilience based on...