Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
Search Results
The Australian Financial System
10 Sep 2009
FSR
– September 2009
As discussed in detail in previous Reviews, ABCP markets around the world were the first to be affected by the repricing of risk. ... As at June 2009, the outstanding value of ABCP issued by Australian entities (on and offshore) was around $32 billion,
https://www.rba.gov.au/publications/fsr/2009/sep/aus-fin-sys.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
did the stock of short-term asset-backed commercial paper (ABCP)).
https://www.rba.gov.au/publications/confs/2011/davis.html
The Australian Financial System
10 Sep 2008
FSR
– September 2008
As noted in the March 2008 Review, conditions have been difficult in both the ABCP market and the RMBS market. ... The spread on ABCP over the bank bill rate is also significantly higher than a year ago.
https://www.rba.gov.au/publications/fsr/2008/sep/aus-fin-sys.html
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
The need to provide this credit stemmed from problems in the asset-backed commercial paper (ABCP) market, which came under intense pressure early in the turmoil as investors shunned commercial paper ... Some of these vehicles had to draw on the back-up
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
Domestic Financial Markets
10 Aug 2008
SMP
– August 2008
Conditions in the asset-backed commercial paper (ABCP) market remain tight, with some programs only able to issue at short maturities, and spreads near record levels. ... In May – the latest data available – the stock of ABCP outstanding rose
https://www.rba.gov.au/publications/smp/2008/aug/dom-fin-mkts.html
Domestic Financial Markets
10 Nov 2008
SMP
– November 2008
To improve liquidity in markets more broadly, the pool of eligible collateral was expanded further to include highly-rated commercial paper, most ABCP and AAA-rated securities in early November. ... Total outstanding ABCP is 30 per cent below its peak
https://www.rba.gov.au/publications/smp/2008/nov/dom-fin-mkts.html
Operations in Financial Markets
4 Sep 2008
RBA Annual Report
– 2008
At end June 2008, RMBS and ABCP purchased under repo amounted to $3.3 billion, about 6 per cent of the domestic portfolio. ... The RMBS and ABCP can be sponsored by both ADIs, namely banks, building societies and credit unions, as well as non‑ADIs.
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html
Risk Management
4 Sep 2008
RBA Annual Report
– 2008
of bank bills, residential mortgage-backed securities (RMBS) and asset-backed commercial paper (ABCP). ... The Reserve Bank also requires a higher level of over-cover for bank bonds, RMBS and ABCP.
https://www.rba.gov.au/publications/annual-reports/rba/2008/risk-mgmt.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Importantly, BAs can also substitute for both CP and asset-backed commercial paper (ABCP). ... 7.1 Canada: Term purchase and resale agreements. Driven by a combination of heightened funding pressures in other markets and a freeze in Canada's non-bank
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Conditions in the shorter-term securitisation markets remain particularly subdued. The amount of asset-backed commercial paper (ABCP) outstanding has continued to decline, reflecting the ongoing amortisation of existing loan pools ... loan repayments),
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html