Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
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Abbreviations
24 Oct 2016
PSB Annual Report
– 2016
IRD. Interest Rate Derivatives. IRS. Interest rate swaps. KPI. Key Performance Indicator.
https://www.rba.gov.au/publications/annual-reports/psb/2016/abbreviations.html
Understanding the Long-Run Decline in Interstate Migration
12 Dec 2013
Research Workshop
PDF
639KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kaplan-schulhofer-wohl.pdf
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
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
Abbreviations
2 Oct 2013
PSB Annual Report
– 2013
IOSCO. International Organization of Securities Commissions. IRS. Interest rate swaps. LCH.C.
https://www.rba.gov.au/publications/annual-reports/psb/2013/abbreviations.html
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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Payments System Board Annual Report 2016 - Abbreviations
12 Oct 2016
PSB Annual Report
2016
PDF
91KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/abbreviations.pdf
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
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