Search: MARTIN
RBA Glossary definition for MARTIN
MARTIN – the RBA's macro econometric model
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
This is a common measure of counterparty risk in interbank markets, used by, for example, Cocco, Gomes and Martins (2009) and Afonso et al (2011). ... The Australian repo market expansion is consistent with the resiliency documented in US and European
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
References
20 Jan 2021
RDP
2021-01
Cocco JF, FJ Gomes and NC Martins (2009), ‘Lending Relationships in the Interbank Market’, Journal of Financial Intermediation, 18(1), pp 24–48. ... Martin A, D Skeie and E-L von Thadden (2014), ‘Repo Runs’, The Review of Financial Studies, 27(4
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
Introduction
20 Jan 2021
RDP
2021-01
market infrastructure during crises (Martin, Skeie and von Thadden 2014).
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
Institutional Background and Data
20 Jan 2021
RDP
2021-01
This is a common measure of counterparty risk in interbank markets, used by, for example, Cocco, Gomes and Martins (2009) and Afonso et al (2011).
https://www.rba.gov.au/publications/rdp/2021/2021-01/institutional-background-and-data.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
The Australian repo market expansion is consistent with the resiliency documented in US and European repo markets against high-quality securities (Copeland, Martin and Walker 2014; Mancini et al 2016), and ... Allen, Carletti and Gale 2009; Freixas,
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html