Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
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CCP Links and Exposure
31 Dec 2013
RDP
2013-12
They estimate that a prudent CCP with a monopoly on OTC derivative clearing would need US$43 billion of initial margin for clearing interest rate swaps (IRS), and up to US$107 billion ... Similar results are obtained if clearing is consolidated across
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Inflation and Corporate Taxation in Australia
19 Nov 2012
RDP
PDF
955KB
half life 0. 04 -1---ir---t--l---ir-----1---i-----t------t-----t-t--i. 3 5 7 9 11 13 15 17 19 21 23 25.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9011.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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OECD Country Experiences with Disinflation | Conference – 1992
10 Jul 1992
Conferences
IR-Y is the long-term bond rate less change in nominal GNP (3-year moving average) and a positive sign indicates a need for raising taxes and/or reducing expenditure. ... The debt ratios had no effect, and the primary fiscal deficits – separately or
https://www.rba.gov.au/publications/confs/1992/schelde-andersen.html
Biographies of Contributors
30 Oct 2016
Conferences
PDF
112KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-biographies.pdf
FINANCIAL INNOVATIONS AND MONETARY POLICY1 A PRELIMINARY SURVEY* Carolyn ...
23 Feb 2017
RDP
PDF
542KB
transactions balances were kept out of required reports to the. Fed (and IRS) and therefore out of Ml although they were.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8301.pdf
Banking Concentration, Financial Stability and Public Policy | Conference – 2007
20 Aug 2007
Conferences
RBA Annual Conference – 2007 Banking Concentration, Financial Stability and Public Policy Kevin Davis. Although widespread industry consolidation over recent decades has resulted in a decline in the number of smaller banks, there has been little
https://www.rba.gov.au/publications/confs/2007/davis.html
MONEY DEM.RD, OWN INTEREST RATES MW DEREGULATION Adrian Blundell_Wignall* ...
17 Oct 2014
RDP
PDF
1096KB
money. The variable ir is the expected rate of inflation and y is the. ... R - = Ir. - UZ i-y apj. Calculating the reduced form of the system of equations 8 and 9 ignoring.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8703.pdf
Banking Concentration, Financial Stability and Public Policy
20 Nov 2007
Conferences
PDF
191KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/davis.pdf