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RBA Glossary definition for IRS
IRS – Interest rate swaps
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CCP Links and Exposure
31 Dec 2013
RDP
2013-12
They estimate that a prudent CCP with a monopoly on OTC derivative clearing would need US$43 billion of initial margin for clearing interest rate swaps (IRS), and up to US$107 billion ... Similar results are obtained if clearing is consolidated across
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Abbreviations
2 Oct 2013
PSB Annual Report
– 2013
IOSCO. International Organization of Securities Commissions. IRS. Interest rate swaps. LCH.C.
https://www.rba.gov.au/publications/annual-reports/psb/2013/abbreviations.html
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
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
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Developments in the Clearing and Settlement Industry
8 Oct 2023
PSB Annual Report
- 2023
PDF
756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf
Payments System Board Annual Report 2016 - Abbreviations
12 Oct 2016
PSB Annual Report
2016
PDF
91KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/abbreviations.pdf
OECD Country Experiences with Disinflation | Conference – 1992
10 Jul 1992
Conferences
IR-Y is the long-term bond rate less change in nominal GNP (3-year moving average) and a positive sign indicates a need for raising taxes and/or reducing expenditure. ... The debt ratios had no effect, and the primary fiscal deficits – separately or
https://www.rba.gov.au/publications/confs/1992/schelde-andersen.html
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html