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18 of 8 search results for CGS

RBA Glossary definition for CGS

CGS – Commonwealth Government Securities. Australian Government Securities were formerly referred to as Commonwealth Government Securities.

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Heterogeneous Global Cycles ∗ Maryam Farboodi MIT Péter Kondor ...

2 Dec 2018 Research Workshop PDF 3705KB
Heterogeneous Global Cycles. Maryam Farboodi. MIT. Péter Kondor. London School of Economics and CEPR. December 1, 2018. Abstract. Why do countries differ in terms of their exposure to fluctuations in the global supply of. credit? We argue that
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farboodi.pdf

The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Such chains are now uncommon, particularly with CGS issuance having increased markedly since the early 2000s. ... The amount of CGS that are available via the lending facility is $5 billion.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html

Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
Such chains are now uncommon, particularly with CGS issuance having increased markedly since the early 2000s. ... The amount of CGS that are available via the lending facility is $5 billion.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf

Credit, Money, Interest and Prices

26 Nov 2018 Research Workshop PDF 1403KB
A Model of Intermediation, Money, Interest, andPrices. DRAFT: November 2018. Saki Bigio† and Yuliy Sannikov‡. November 21, 2018. Abstract. A model integrates a modern implementation of monetary policy into an incomplete-. markets monetary
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf

Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
This was sometimes difficult due to the low level of Commonwealth Government securities (CGS) on issue at the time. ... With settlement practices in the fixed income market having evolved over the past decade, and CGS issuance having increased
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html

Abbreviations | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
CCP. central counterparty. CFR. Council of Financial Regulators. CGS. Commonwealth Government securities.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/abbreviations.html

Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
This difference is illustrated in the example below (Figure 1). In the top panel, CGS with a value of $105 have been provided to collateralise a $100 non-centrally cleared repo.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html

Costs and Benefits of a Repo CCP – Issues for Consultation | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
With settlement practices in the fixed income market having evolved over the past decade, and CGS issuance having increased significantly, settlement issues arising from chains of trades are uncommon.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/costs-benefits-repo-ccp.html