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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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Adoption of Emerging Digital General-purpose Technologies: Determinants and Effects
19 Dec 2023
RDP
PDF
1692KB
database using a combination of ASX tickers and company names, along with fuzzy matching.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-10.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Read me file
12 May 2023
RDP
2023-04
estimate_bootstrap_IV_SVAR.m’ (replicates ‘Bootstrapped’ responses in Figures B3, B4 and B5.). ‘estimate_simpler_shocks_IV_SVAR.m’ (replicates ‘3-month OIS change’, ‘24-month OIS change’ and ‘First ... pc_yield_simpler_shocks.csv’
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
6. Conclusions, Policy Implications and Future Research 22. Appendix A: Pass-through Lower Bound in BA-MARTIN 24. ... Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison;
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison; Banks' websites; Bloomberg; Board of Governors of the Federal Reserve System; CANSTAR; ... Figure 7: Major Banks' Net
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Model
22 Nov 2016
RDP
2016-07
In Australia, cash and government bonds comprise the majority of margin posted at ASX Clear (Futures) – a domestic derivatives CCP (Cheung, Manning and Moore 2014).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Read me file
24 May 2022
RDP
2022-02
Miscellaneous. Data on the baskets used for the bond futures traded on the ASX are provided in ‘Inputs/baskets.xlsx’. ... 24 May 2022. Supplementary information.
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
b) Lagged one day to account for time zones. Sources: ASX; Authors' calculations; Federal Reserve Bank of St. ... Sources: ASX; Authors' calculations; RBA. The slopes of the fitted lines, each representing particular subsets of days and borrowers, fit
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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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
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