Search: domestic government securities
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RBA Glossary definition for domestic government securities
domestic government securities – Domestically issued government securities comprising Australian Government Securities (AGS) and securities, known as semi-government securities, issued by the central borrowing authorities of the State and Territory governments.
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.
Search Results
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
These derived PDs are then combined with LGD assumptions derived from data on the security backing banks' lending to produce loss rates. ... This implies that losses on foreign exposures are proportionate to losses on the equivalent domestic portfolio.
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
Calibrating this specific case is challenging, given the absence of historical experience with large forced sales for the two domestic securities that Australian banks have sizeable quantities of – Australian Government Securities ... private sector
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
it. –1. ), which is the combination of all the remaining securities asset classes. ... security. It also ensures that banks are acting ‘rationally’ when they liquidate all their AGS before turning to other securities sales.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html