Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
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The Asset-backed Commercial Paper Market
10 Jan 2008
Bulletin
– January 2008
Underlying collateral is higher than outstanding ABCP due to over-collateralisation. Source: Standard & Poor's. ... enhancement to cover any shortfall between the sale proceeds of assets and outstanding ABCP.
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html
List of tables
10 Sep 2007
FSR
– September 2007
Table A1: Collateral Underlying Outstanding ABCP. ... 18. Source: APRA. Table A1: Collateral Underlying Outstanding ABCP. June 2007. $ billion.
https://www.rba.gov.au/publications/fsr/2007/sep/tables.html
Box A: The Australian Asset-backed Commercial Paper Market
10 Sep 2007
FSR
– September 2007
The credit quality of ABCP is potentially higher than that of the assets which back it. ... Note that the value of the collateral underlying the outstanding ABCP is slightly higher.
https://www.rba.gov.au/publications/fsr/2007/sep/box-a.html
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 60: Australian ABCP Outstandings.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
Appendix A: Emergency Liquidity Injection Policies in Europe and the United States
9 Oct 2019
RDP
2019-10
It purchased unsecured commercial paper (essentially making unsecured loans), charging the overnight index swap (OIS) rate plus 100 basis points, and asset-backed commercial paper (ABCP), charging the OIS rate plus ... By the end of October the Fed owned
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
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Box A: Developments in the US Federal Reserve's Instruments
10 Nov 2008
SMP
– November 2008
commercial paper (ABCP) from these funds through the ABCP Money Market Mutual Fund Liquidity Facility (AMLF).
https://www.rba.gov.au/publications/smp/2008/nov/box-a.html
List of graphs
10 Feb 2008
SMP
– February 2008
Graph 54: Australian ABCP Outstandings. ... Graph 55: 30-day ABCP Spreads.
https://www.rba.gov.au/publications/smp/2008/feb/graphs.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
Graph 7. Although a number of programs remain in operation, issuance of ABCP has continued to decline. ... For an overview of the Australian ABCP market, see Black and Fisher [10].
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Box C: Reserve Bank Open Market Operations
10 Nov 2007
SMP
– November 2007
The Bank has also begun to accept both short- and long-term securities backed by residential mortgages – asset-backed commercial paper (ABCP) and residential mortgage-backed securities (RMBS) respectively – as collateral.
https://www.rba.gov.au/publications/smp/2007/nov/box-c.html
List of graphs
10 Mar 2008
FSR
– March 2008
Graph 26: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html