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RBA Glossary definition for ASX
ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.
RBA Glossary definition for ASX 24
ASX 24 – ASX 24 is a derivatives market operated by the ASX group. Formerly the Sydney Futures Exchange.
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Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants. ... 24. The asymmetry of the variances σ21 and σ22 also plays an important role in.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
ISO 20022 Migration for the Australian Payments System – Responses and Options Paper
11 Sep 2019
Consultations
PDF
1175KB
initiative against other competing initiatives, e.g. ASX-led CHESS migration and ongoing NPP. ... ASX (equities) and ASX 24 (futures) markets. Austraclear is a wholly owned subsidiary of.
https://www.rba.gov.au/publications/consultations/201909-iso-20022-migration-for-the-australian-payments-system-responses-options/pdf/consultation-paper.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
feedback. We would also like to thank Mark Manning and ASX staff Tim Hogben and Wayne Jordan. ... b) Lagged one day to account for time zones. Sources: ASX; Authors’ calculations; Federal Reserve Bank of St.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a). ... 24 The Australian economic uncertainty index increases about 10 points following a US.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
ISO 20022 Migration for the Australian Payments System – Conclusions Paper
25 Feb 2020
Consultations
PDF
560KB
Batch and the ASX Financial Settlements (ASXF) Batch). 8 RESERVE BANK OF AUSTRALIA. ... derivatives traded on the ASX (equities) and ASX 24 (futures) markets.
https://www.rba.gov.au/publications/consultations/202002-iso-20022-migration-for-the-australian-payments-system/pdf/iso-20022-migration-for-the-australian-payments-system-conclusions-paper.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
This was one of the largest deviations of GDP from baseline due to a credit supply shock in the model’s history.24. ... 24 Note that these effects do not take account of the credit market’s role in propagating shocks.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
our simulated real-time forecasting experiment suggests,instead, that [their] predictive ability is mostly illusory’ (p 24). ... 2). (1). 24 Chong and Hendry (1986) refer to such a regression as an ‘encompassing test’.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
27 Apr 2018
RDP
PDF
1257KB
Cost of debt. ,D. i tr –0.47. (0.14). –0.24. (0.12). , 1D. ... 2f. i tr –0.32. (0.50). 0.64. (0.24). 0.91. (1.39).
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-05.pdf
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf