Search: ABCP

Sort by: Date Relevance
1–10 of 65 search results for ABCP

RBA Glossary definition for ABCP

ABCP – Asset-backed commercial paper

Search Results

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
See 1 more results from "RDP 2019-10"

The Reserve Bank's Collateral Framework

7 Dec 2017 Bulletin – December 2017
Yasaman Naghiloo and David Olivan
The Reserve Bank, like other central banks, holds collateral to reduce the risk of financial loss in its domestic market operations. The Reserve Bank's collateral framework sets out how the diverse portfolio of collateral assets is managed and
https://www.rba.gov.au/publications/bulletin/2017/dec/2.html

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
backed commercial paper (ABCP), as well as other forms of maturity and liquidity transformation.
https://www.rba.gov.au/publications/confs/2013/singh-disc.html

The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
Presently, there is no way of using FoF data to trace back the banking sector's off-balance sheet liabilities to asset-backed commercial paper (ABCP) and MMMFs. ... FoF data use the term ‘open market paper’ to capture money market instruments such as
https://www.rba.gov.au/publications/confs/2013/singh.html

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
Importantly, BAs can also substitute for both CP and asset-backed commercial paper (ABCP). ... 7.1 Canada: Term purchase and resale agreements. Driven by a combination of heightened funding pressures in other markets and a freeze in Canada's non-bank
https://www.rba.gov.au/publications/confs/2013/johnson-santor.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

Note 15 – Financial Instruments and Risk | Financial Statements

29 Aug 2011 RBA Annual Report – 2011
100. 100. 1 Standard & Poor's equivalent ratings. 2 This category includes Asset Backed Commercial Paper (ABCP), which does not have a long-term credit rating.
https://www.rba.gov.au/publications/annual-reports/rba/2011/fin-statements/note-15.html

Glossary

25 Oct 2010 RBA Annual Report – 2010
Reserve Bank of Australia Annual Report – 2010 Glossary. ABCP. Asset-backed commercial paper.
https://www.rba.gov.au/publications/annual-reports/rba/2010/glossary.html

Operations in Financial Markets

25 Oct 2010 RBA Annual Report – 2010
1. – ABCP. 0.3. 1. 0. 0. 0.4. 1. – Other.
https://www.rba.gov.au/publications/annual-reports/rba/2010/ops-fin-mkts.html

Note 15 – Financial Instruments and Risk | Financial Statements

25 Oct 2010 RBA Annual Report – 2010
6.4. 4.4. 100. 100. 1 Standard & Poor's equivalent ratings. 2 This category includes Asset Backed Commercial Paper (ABCP), which does not have a long-term credit rating.
https://www.rba.gov.au/publications/annual-reports/rba/2010/fin-statements/note-15.html