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RBA Glossary definition for ABCP

ABCP – Asset-backed commercial paper

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The Asset-backed Commercial Paper Market

10 Jan 2008 Bulletin – January 2008
Susan Black
Underlying collateral is higher than outstanding ABCP due to over-collateralisation. Source: Standard & Poor's. ... enhancement to cover any shortfall between the sale proceeds of assets and outstanding ABCP.
https://www.rba.gov.au/publications/bulletin/2008/jan/1.html

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

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

Appendix A: Emergency Liquidity Injection Policies in Europe and the United States

9 Oct 2019 RDP 2019-10
Nicholas Garvin
It purchased unsecured commercial paper (essentially making unsecured loans), charging the overnight index swap (OIS) rate plus 100 basis points, and asset-backed commercial paper (ABCP), charging the OIS rate plus ... By the end of October the Fed owned
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
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List of graphs

10 Mar 2008 FSR – March 2008
Graph 26: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011
Matthew Boge and Ian Wilson
Graph 7. Although a number of programs remain in operation, issuance of ABCP has continued to decline. ... For an overview of the Australian ABCP market, see Black and Fisher [10].
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html

List of graphs

10 Sep 2007 FSR – September 2007
Graph A1: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2007/sep/graphs.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
E Philip Davis
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

Discussion on Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008

14 Jul 2008 Conferences
With respect to the Canadian asset-backed commercial paper (ABCP) market, the Bank of Canada's approach to the third-party sponsored programs (with exposures to collateralised debt obligations and, to ... In contrast, the Bank indicated its willingness
https://www.rba.gov.au/publications/confs/2008/hilton-disc.html

The Global Financial Environment

10 Sep 2007 FSR – September 2007
Reflecting these difficult conditions, the value of ABCP outstanding in the United States has fallen by around 20 per cent since the start of August (Graph 4). ... With ABCP vehicles having difficulty rolling over paper, many of these vehicles have had
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html