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11–20 of 118 search results for TRI

RBA Glossary definition for TRI

TRI – Cash Rate Total Return Index. The TRI measures the performance of an investment earning the cash rate, where interest is reinvested. The Reserve Bank of Australia publishes the TRI, which members of the public can use as a benchmark with a risk-free rate of return.

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The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
Tri-party repo. A distinct part of the collateral intermediation process, the tri-party repo (TPR) market, can present a different set of systemic risks. ... Four tri-party agents intermediate this market: Euroclear and Clearstream, two
https://www.rba.gov.au/publications/confs/2013/singh.html

The Repo Market in Australia

14 Dec 2010 Bulletin PDF 264KB
Reserve Bank of Australia Bulletin December Quarter 2010
https://www.rba.gov.au/publications/bulletin/2010/dec/pdf/bu-1210-4.pdf

Recent Developments in Federal Reserve System Liquidity and Reserve Operations

22 Oct 2008 Conferences PDF 168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
3. through tri-party infrastructure, collected by the Federal Reserve Bank of New York.4 Mancini,. ... 4 Copeland et al (2012) describe tri-party repo infrastructure in the United States.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Cash Rate Procedures Manual | Cash Rate Methodology | Market Operations Resources

6 Oct 2022
Cash Rate Procedures Manual of the methodology of the cash rate.
https://www.rba.gov.au/mkt-operations/resources/cash-rate-methodology/cash-rate-procedures-manual.html

The Cash Market

15 Dec 2016 Bulletin – December 2016
Al Hing, Gerard Kelly and David Olivan
The cash market is the market for unsecured, overnight loans between banks. The weighted average of interest rates on these loans is the cash rate, the Reserve Bank's operational target for monetary policy and an important financial benchmark. Over
https://www.rba.gov.au/publications/bulletin/2016/dec/4.html

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

References

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Tri-Party Repo Market’, Federal Reserve Bank of New York Economic Policy Review, 18(3), pp 17–28. ... Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.
https://www.rba.gov.au/publications/rdp/2018/2018-09/references.html
See 2 more results from "RDP 2018-09"

Discussion of The Economics of Shadow Banking

19 Dec 2013 Conferences PDF 91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh-disc.pdf

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf