Search: Deferred Net Settlement System
RBA Glossary definition for settlement
settlement – The discharge of obligations arising from fund transfers between two or more parties.
RBA Glossary definition for Deferred Net Settlement System
Deferred Net Settlement System – A settlement system in which each participant settles (typically by means of a single payment or receipt) its net position, which results from the payments made and received by it, at some defined time after payments have been made.
Search Results
Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
These variables can have substantial effects on future spending decisions – for example, through the effect of net worth on consumption. ... As we show in Section 5.1.2, the net benefits of leaning against the wind are greatest when the detrended credit
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
Debt Versus Tax Financing of Government Spending: On Barro's Neutrality Theorem
1 Sep 1980
RDP
8003
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1980/8003.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
In most financial systems, short-term market rates are dominated by central bank policy actions. ... Central banks' control over long-term rates is usually significantly weaker under most monetary operating systems.
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
2. Estimating Funding Costs, Gross Returns and Net Returns. The net return (NR. ... CGFS (Committee on the Global Financial System) (2014), Market-Making and Proprietary Trading: Industry Trends, Drivers and Policy Implications, CGFS Papers No 52, Bank
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
These algorithms included the generalised linear model (GLM), the elastic net generalised linear model (GLMNET), the support vector machine (SVM), the gradient boost machine (GBM), and the random forest (RF).
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
See 1 more results from "RDP 2021-05"
Submission on Data Sharing and Release Legislation – August 2018 | Data Sharing | Submissions
1 Aug 2018
Submissions
Payment Systems and Netting Act 1998. or the repealed. Banks (Shareholdings) Act 1972. ... Similar concerns would relate to data resulting from the Bank's operation of the interbank payments settlement system (the Reserve Bank Information and Transfer
https://www.rba.gov.au/publications/submissions/other/data-sharing-and-release-legislation/
The Repo-detection Algorithm
15 Aug 2018
RDP
2018-09
The following information about each transaction is required:. Settlement time: the day and time the transaction took place. ... Detecting subsets with zero net FV movement is a case of the ‘subset sums problem’, familiar to computer scientists.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-repo-detection-algorithm.html
See 3 more results from "RDP 2018-09"
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
Cash has zero net return but always holds its value. Denote bank i's securities choice by s. ... Banks would never become distressed if securities could always be liquidated at net present value.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
China's Financial System Reforms
31 Dec 2014
RDP
2014-10
RDP 2014-10: Financial Reform in Australia and China 3. China's Financial System Reforms. ... As the banking system expanded, however, the authorities began to experiment with increased interest rate flexibility.
https://www.rba.gov.au/publications/rdp/2014/2014-10/chi-fin-sys-reforms.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
In normal times there is probably little variation in demand for liquidity to meet underlying settlement and payment system obligations. ... Since the average daily supply of cash to the system prior to March 2020 was largely dictated by the relatively
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
See 1 more results from "RDP 2024-03"