Search: securities
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
infrastructure, Austraclear.3 To identify the securities transactions that comprise repos, we use the. ... European repo markets against high-quality securities (Copeland, Martin and Walker 2014; Mancini.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Liquid assets over total assets. The ratio of cash, liquid assets and securities expressed as a percentage of ATA. ... Total equity includes common equity, non-controlling interest, securities revaluation reserves, foreign exchange revaluation reserves,
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
transactions) of most categories of debt securities held in Australia's debt securities infrastructure, Austraclear. ... face value of securities, and money quantities consistent with a feasible repo rate.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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7 September 2021 | Minutes of the Monetary Policy Meeting of the Board
7 Sep 2021
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 7 September 2021
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2021/2021-09-07.html
The Model
22 Nov 2016
RDP
2016-07
handling the default of HanMag Securities in 2014 (although this was a futures default, not an OTC derivatives default).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from. Australian Administrative Data. Omer Majeed, Jonathan Hambur and Robert Breunig. Research Discussion Paper. R DP 2024- 01. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
The purpose of the auction was to inject or withdraw liquidity, primarily using repos collateralised by eligible securities. ... We restrict our attention to repo approaches and exclude approaches for outright sales of securities.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This mechanism captures the historical pattern that marginal spreads on wholesale funding – debt securities and deposits of large wholesale/institutional customers – rise quickly when economic activity drops and uncertainty rises. ... These derived
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
Government bonds and semi-government securities across the yield curve … to address market. ... other fixed income securities typically priced relative to AGS yields or swap rates.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf