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Appendix B: Detailed Description of the Algorithm
15 Dec 2016
RDP
2016-11
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
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
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
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