Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
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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
21 Sep 2007
FSR
– September 2007
PDF
46KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/box-a.pdf
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
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
Equally, ABCP investors doubted the value of assets in SIVs and so refused to finance them. ... Third are runs on institutions and markets (including the interbank, ABCP and investment bank repo markets).
https://www.rba.gov.au/publications/confs/2008/davis.html
Financial Stability Review – September 2007
16 Nov 2007
FSR
– September 2007
PDF
575KB
https://www.rba.gov.au/publications/fsr/2007/sep/pdf/0907.pdf
Box C: Reserve Bank Open Market Operations
9 Nov 2007
SMP
- November 2007
PDF
41KB
https://www.rba.gov.au/publications/smp/2007/nov/pdf/box-c.pdf
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
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?
22 Oct 2008
Conferences
PDF
148KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis.pdf
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
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
These variations included CDOs based on asset-backed securities (ABS), as well as ABCP issued by structured investment vehicles (SIVs) that held highly-rated credit instruments including CDO tranches. ... When investors lost faith in ABCP that had been
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html