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Appendix B: Detailed Description of the Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
RDP 2016-11: Identifying Interbank Loans from Payments Data Appendix B: Detailed Description of the Algorithm. Anthony Brassil, Helen Hughson and Mark McManus. December 2016. Download the Paper 3.19. MB. This appendix details the Furfine-type and
https://www.rba.gov.au/publications/rdp/2016/2016-11/appendix-b.html

The Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
RDP 2016-11: Identifying Interbank Loans from Payments Data 3. The Algorithm. Anthony Brassil, Helen Hughson and Mark McManus. December 2016. Download the Paper 3.19. MB. Our algorithm is composed of two parts. The first part, which we call the
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html

Features of the Market

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
RDP 2016-11: Identifying Interbank Loans from Payments Data 5. Features of the Market. Anthony Brassil, Helen Hughson and Mark McManus. December 2016. Download the Paper 3.19. MB. With the most detailed IBOC market dataset ever constructed now at
https://www.rba.gov.au/publications/rdp/2016/2016-11/features-of-the-market.html

Identifying Interbank Loans from Payments Data

1 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
Research Discussion Paper – RDP 2016-11 Identifying Interbank Loans from Payments Data. Anthony Brassil, Helen Hughson and Mark McManus. December 2016. 3.19. MB. 1. Introduction. The average interest rate on unsecured overnight interbank loans –
https://www.rba.gov.au/publications/rdp/2016/2016-11/full.html