Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
Search Results
List of tables
10 Sep 2007
FSR
– September 2007
Table A1: Collateral Underlying Outstanding ABCP. ... 18. Source: APRA. Table A1: Collateral Underlying Outstanding ABCP. June 2007. $ billion.
https://www.rba.gov.au/publications/fsr/2007/sep/tables.html
Box A: The Australian Asset-backed Commercial Paper Market
10 Sep 2007
FSR
– September 2007
The credit quality of ABCP is potentially higher than that of the assets which back it. ... Note that the value of the collateral underlying the outstanding ABCP is slightly higher.
https://www.rba.gov.au/publications/fsr/2007/sep/box-a.html
List of graphs
10 Nov 2007
SMP
– November 2007
Graph 60: Australian ABCP Outstandings.
https://www.rba.gov.au/publications/smp/2007/nov/graphs.html
Appendix A: Emergency Liquidity Injection Policies in Europe and the United States
9 Oct 2019
RDP
2019-10
It purchased unsecured commercial paper (essentially making unsecured loans), charging the overnight index swap (OIS) rate plus 100 basis points, and asset-backed commercial paper (ABCP), charging the OIS rate plus ... By the end of October the Fed owned
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
See 1 more results from "RDP 2019-10"
Box A: Developments in the US Federal Reserve's Instruments
10 Nov 2008
SMP
– November 2008
commercial paper (ABCP) from these funds through the ABCP Money Market Mutual Fund Liquidity Facility (AMLF).
https://www.rba.gov.au/publications/smp/2008/nov/box-a.html
List of graphs
10 Feb 2008
SMP
– February 2008
Graph 54: Australian ABCP Outstandings. ... Graph 55: 30-day ABCP Spreads.
https://www.rba.gov.au/publications/smp/2008/feb/graphs.html
Box C: Reserve Bank Open Market Operations
10 Nov 2007
SMP
– November 2007
The Bank has also begun to accept both short- and long-term securities backed by residential mortgages – asset-backed commercial paper (ABCP) and residential mortgage-backed securities (RMBS) respectively – as collateral.
https://www.rba.gov.au/publications/smp/2007/nov/box-c.html
List of graphs
10 Mar 2008
FSR
– March 2008
Graph 26: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html
Box C: Trends in Intermediation
10 May 2008
SMP
– May 2008
The outstanding value of securitised housing loans – funded by both residential mortgage-backed securities (RMBS) and asset-backed commercial paper (ABCP) – has grown at an average annual rate of around ... Since July 2007, there has been virtually
https://www.rba.gov.au/publications/smp/2008/may/box-c.html
List of graphs
10 Sep 2007
FSR
– September 2007
Graph A1: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.html