Search: money market
RBA Glossary definition for money market
money market – The market which deals in short-term discount securities such as Treasury notes, bank bills and promissory notes. Major participants in this market include the Reserve Bank of Australia, banks, superannuation funds, insurance companies, investment trusts, investment banks, building societies and large corporates.
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Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
1 Nov 1997
RDP
9708
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1997/9708.html
Backtesting
1 Nov 1997
RDP
9708
RDP 9708: Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques 3. ... The reports detail both the bank's total VaR amount and the VaR for individual portfolios (spot foreign exchange (portfolio A), government securities (portfolio B),
https://www.rba.gov.au/publications/rdp/1997/9708/backtesting.html
Value-at-risk
1 Nov 1997
RDP
9708
RDP 9708: Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques 2. ... Hence, risks across different instruments, traders and markets can be readily compared and aggregated.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html