Search: TRI
RBA Glossary definition for TRI
TRI – Cash Rate Total Return Index. The TRI measures the performance of an investment earning the cash rate, where interest is reinvested. The Reserve Bank of Australia publishes the TRI, which members of the public can use as a benchmark with a risk-free rate of return.
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Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
Collateral held by the Federal Reserve against outstanding repos is maintained in securities accounts at the clearing banks operating under tri-party service agreements. ... Collateral is held in accounts at tri-party service agents. Comments. Rate
https://www.rba.gov.au/publications/confs/2008/hilton.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
Tri-party repo. A distinct part of the collateral intermediation process, the tri-party repo (TPR) market, can present a different set of systemic risks. ... Four tri-party agents intermediate this market: Euroclear and Clearstream, two
https://www.rba.gov.au/publications/confs/2013/singh.html
The Cash Market
15 Dec 2016
Bulletin
– December 2016
The cash market is the market for unsecured, overnight loans between banks. The weighted average of interest rates on these loans is the cash rate, the Reserve Bank's operational target for monetary policy and an important financial benchmark. Over
https://www.rba.gov.au/publications/bulletin/2016/dec/4.html
Cash Rate Procedures Manual | Cash Rate Methodology | Market Operations Resources
6 Oct 2022
Cash Rate Procedures Manual of the methodology of the cash rate.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html
Discussion on The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
hedge funds, money market funds, agents in derivatives and tri-party markets) raise potential concerns for taxpayers, despite the fact that they do not have an official backstop and are now ... For instance, is tri-party repo less desirable than
https://www.rba.gov.au/publications/confs/2013/singh-disc.html
References
20 Jan 2021
RDP
2021-01
Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
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The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
While the problems in CDS and CDO markets have been much commented upon during the crisis, the role of the tri-party repo has attracted less attention. ... In a tri-party repo, the third party is a clearing bank, which knows both the lender and borrower
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
The Equity Securities Lending Market
18 Dec 2014
Bulletin
– December 2014
An equity securities loan is an arrangement in which one party (the lender) agrees to transfer an equity security to another party (the borrower) temporarily, usually in exchange for collateral and a fee. The market for securities loans is an
https://www.rba.gov.au/publications/bulletin/2014/dec/5.html
Note 15 – Financial Instruments and Risk
21 Oct 2021
RBA Annual Report
– 2021
Note 15 – Financial Instruments and Risk | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-15.html
Abbreviations
24 Oct 2016
RBA Annual Report
– 2016
SWIFT. Society for Worldwide Interbank Financial Telecommunication. TRI. Cash Rate Total Return Index.
https://www.rba.gov.au/publications/annual-reports/rba/2016/abbreviations.html