Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
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The Australian Financial System
10 Mar 2009
FSR
– March 2009
As discussed in detail in previous Reviews, ABCP markets around the world were the first to be affected by the repricing of risk, and these markets have remained strained. ... As at December 2008, the outstanding value of ABCP issued by Australian
https://www.rba.gov.au/publications/fsr/2009/mar/aus-fin-sys.html
International and Foreign Exchange Markets
10 Feb 2008
SMP
– February 2008
Some positive signs are also evident in other funding markets. In particular, the asset-backed commercial paper (ABCP) market started growing again in December following several months of sustained decline
https://www.rba.gov.au/publications/smp/2008/feb/intl-fx-mkts.html
Domestic Financial Markets
10 Aug 2009
SMP
– August 2009
Short-term securitisation markets also continue to be strained. Asset-backed commercial paper (ABCP) outstanding has roughly halved from its peak in mid 2007 to around $35 billion, though it appears ... Spreads on ABCP have fallen a little since the
https://www.rba.gov.au/publications/smp/2009/aug/dom-fin-mkts.html
Domestic Financial Markets
10 Nov 2009
SMP
– November 2009
Conditions in short-term securitisation markets have also improved. While asset-backed commercial paper (ABCP) outstanding has roughly halved since its peak in mid 2007, the pace of decline has eased ... The improving conditions in the ABCP market have
https://www.rba.gov.au/publications/smp/2009/nov/dom-fin-mkts.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
Conditions in shorter-term securitisation markets have also improved, reflected in declining spreads on asset-backed commercial paper (ABCP). ... Since their peak, ABCP spreads have fallen by almost 30 basis points, to be around 40 basis points above
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
The Global Financial Environment
10 Mar 2009
FSR
– March 2009
A number of central banks have also set up schemes to purchase outright, or assist banks to purchase, assets including asset-backed commercial paper (ABCP), commercial paper and selected short-term
https://www.rba.gov.au/publications/fsr/2009/mar/global-fin-env.html
Operations in Financial Markets
25 Oct 2010
RBA Annual Report
– 2010
1. – ABCP. 0.3. 1. 0. 0. 0.4. 1. – Other.
https://www.rba.gov.au/publications/annual-reports/rba/2010/ops-fin-mkts.html
Risk Management
20 Aug 2009
RBA Annual Report
– 2009
year for offers of residential mortgage-backed securities (RMBS) and asset-backed commercial paper (ABCP).
https://www.rba.gov.au/publications/annual-reports/rba/2009/risk-mgnt.html
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
To ensure investor demand keeps up with the fee-driven securitisation process, the use of off-balance sheet special-purpose vehicles (SPV) using CDOs, asset-backed commercial paper (ABCP) conduits, and ... Money market investors in ABCP refused to roll
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Oct 2010
RBA Annual Report
– 2010
6.4. 4.4. 100. 100. 1 Standard & Poor's equivalent ratings. 2 This category includes Asset Backed Commercial Paper (ABCP), which does not have a long-term credit rating.
https://www.rba.gov.au/publications/annual-reports/rba/2010/fin-statements/note-15.html