Search: RP
RBA Glossary definition for RP
RP – Repurchase Agreement. The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
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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
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
In the state equation, the covariance matrix of η. t. corresponds to the r r matrix Q while G is a rp r selector matrix. ... with the initial state F. 0. = 0. rp. and initial state variance.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis
19 Jul 2020
RDP
PDF
1853KB
The Determinants of Mortgage Defaults in Australia – Evidence for the. Double-trigger Hypothesis. Michelle Bergmann. Research Discussion Paper. R DP 2020 - 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online).
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-03.pdf
Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy
4 Apr 2011
RDP
PDF
518KB
ry. ry. ry. ry. R1,t. R12,t. rp. 0. 1. 2. -1. ... Uniqueness. rp. R1,t. R12,t. rR. 0. 1. 2. R4,t. rp. -1.
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-02.pdf
The Risk Premium
1 Oct 1989
RDP
8906
t 4. s. e. t 4. , into the nominal risk premium, rp = s. ... A. , the expected excess real return on the Australian asset over the US asset, or equivalently, the real risk premium, rp.
https://www.rba.gov.au/publications/rdp/1989/8906/risk-premium.html
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Recent Developments in the Global and Australian Economies
24 Mar 2010
Speech
PDF
118KB
120. 130. Capital City Housing Prices2005 = 100. APM. RP Data-Rismark. ... Sources: APM; RBA; RP Data-Rismark2010. Index. 20082005. Index. 20092006. Index. 2007.
https://www.rba.gov.au/speeches/2010/pdf/sp-ag-250310.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
Financial Conditions and Downside Risk to Economic Activity in Australia. Luke Hartigan and Michelle Wright. Research Discussion Paper. R D P 2021- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
Exchange Rate Regimes for Emerging Markets
30 Oct 2000
Speech
Address by Stephen Grenville to the Economic Society of Australia (NSW Branch), Sydney
https://www.rba.gov.au/speeches/2000/sp-dg-301000.html
Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations
1 Dec 2009
Research Workshop
PDF
365KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/tanboon.pdf
Three Perspectives on an Australasian Monetary Union | Conference – 2001
24 Jul 2001
Conferences
RBA Annual Conference – 2001 Three Perspectives on an Australasian Monetary Union Andrew Coleman. 1. Introduction. Whether Australia and New Zealand should have a single currency is periodically debated in New Zealand. There was a resounding
https://www.rba.gov.au/publications/confs/2001/coleman.html