Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
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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
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
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