Search: securities
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.
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Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. ... This paper provides and assesses an algorithm for extracting loan-level repo data from over-the-counter securities transactions data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Introduction for RDP 14: A Model of the Market for Australian Government Securities
1 Aug 1970
RDP
14
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1970/14.html
The Market for Commonwealth Government Securities
1 Nov 1980
RDP
8008
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1980/8008.html
Social Security, Debt Finance, and Savings
1 Sep 1980
RDP
8005
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1980/8005.html
Traded-Debt Securities
1 Dec 1994
RDP
9408
risk) of a security or a portfolio. Price sensitivity is greater for securities (or portfolios) with longer maturities and/or lower coupon rates. ... The same cannot be said regarding vertical disallowances as the simulation process only includes one
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
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Appendix A. Model Specification for RBA76
1 Sep 1979
RDP
7904
ds. Real total value of private dwelling commencements. GSP. Face value of the public's holdings of Australian Government Securities. ... rate of excise duty, index. RFD. Maximum interest rate on fixed deposits of all trading banks, %. RGM. Theoretical
https://www.rba.gov.au/publications/rdp/1979/7904/appendix-a.html
Appendix A: The RBA79 model
1 Sep 1979
RDP
7903
RDP 7903: Monetary Rules: A Preliminary Analysis Appendix A: The RBA79 model. P.D. Jonson and R.G. Trevor. September 1979. Notes:. A subscript of zero indicates a constant, but no estimates are given since these terms are, in general,
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html
Liquidity Support through Securities Purchases
9 Oct 2019
RDP
2019-10
S. (b), the authority purchases enough securities to ensure the market price is 1–m. ... Under a securities purchase policy, the authority cannot credibly induce an equilibrium at or below.
https://www.rba.gov.au/publications/rdp/2019/2019-10/liquidity-support-through-securities-purchases.html
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Appendix A. The Model
1 Jun 1977
RDP
7702
RDP 7702: Inflation and Economic Stability in a Small Open Economy: A Systems Approach Appendix A. The Model. P.D. Jonson and J.C. Taylor. June 1977. The specification of the model is as follows:. 10. Labour supply. Note: A subscript of zero
https://www.rba.gov.au/publications/rdp/1977/7702/appendix-a.html
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Appendix: RBII Specification
1 Nov 1984
RDP
8403
RDP 8403: Modelling Recent Developments in Australian Asset Markets: Some Preliminary Results Appendix: RBII Specification. J.G. Fahrer and R.W. Rankin. November 1984. Download the Paper 633. KB. VARIABLES USED IN RBII. A. bank advances to private
https://www.rba.gov.au/publications/rdp/1984/8403/appendix.html
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