Search: Australian Securities Exchange
RBA Glossary definition for Australian Securities Exchange
Australian Securities Exchange – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
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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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Liquid assets over total assets. The ratio of cash, liquid assets and securities expressed as a percentage of ATA. ... Total equity includes common equity, non-controlling interest, securities revaluation reserves, foreign exchange revaluation reserves,
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
Aus. 1976:Q3. 2020:Q3. FD. 5. 3-year Australian Government security (AGS) yield. ... FRED. US. 1968:Q2. 2020:Q3. LD. 51. Australian dollar trade-weighted index. RBA.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
Aggregate (log) R&D spending data from the Australian Bureau of Statistics (ABS) national accounts. ... We find important spillovers from US monetary policy shocks onto the innovation activity of Australian firms.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 Apr 2023
RDP
2023-04
Bishop and Tulip (2017) and Beckers (2020) both apply this approach to the Australian data. ... outstanding nominal Australian Government securities with at least 1 year to maturity.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
to 25 basis points; a change in the rate of remuneration of exchange settlement balances to 10 basis points; a target for the 3-year yield on Australian Government Securities (AGS) ... BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg;
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
semis) expands, while interest rates against first-best collateral (i.e. Australian Government securities (AGS)) fall noticeably – over 100 basis points in our sample. ... Also, RBA repos can be against private securities – and in our sample they
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA). ... We also employ many of the features included in other central banks' stress testing models, tailored to the
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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Bond Yield Volatilities and Correlations
1 Mar 1993
RDP
9301
RDP 9301: The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities 4. ... Table VIII: Variance Decomposition for Australian Bond Yield Volatility. Horizon. Percentage of Variance Due To:.
https://www.rba.gov.au/publications/rdp/1993/9301/bond-yield-volatilities-correlations.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. ... Theoretical yield on Australian Government securities with two years to maturity.
https://www.rba.gov.au/publications/rdp/1979/7904/appendix-a.html
The Model
22 Nov 2016
RDP
2016-07
m. of their contracts to the CCP in exchange for an exactly offsetting contract with the CCP. ... handling the default of HanMag Securities in 2014 (although this was a futures default, not an OTC derivatives default).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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