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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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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

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"

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 Unfolding Turmoil of 2007–2008: Lessons and Responses

22 Oct 2008 Conferences PDF 158KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/cohen-remolona.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

The Equity Securities Lending Market

17 Dec 2014 Bulletin December Quarter 2014 PDF 2041KB
https://www.rba.gov.au/publications/bulletin/2014/dec/pdf/bu-1214-5.pdf

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
hedge funds, money market funds, agents in derivatives and tri-party markets) raise potential concerns for taxpayers, despite the fact that they do not have an official backstop and are now ... For instance, is tri-party repo less desirable than
https://www.rba.gov.au/publications/confs/2013/singh-disc.html

The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008

20 Aug 2007 Conferences
Ben Cohen and Eli Remolona
While the problems in CDS and CDO markets have been much commented upon during the crisis, the role of the tri-party repo has attracted less attention. ... In a tri-party repo, the third party is a clearing bank, which knows both the lender and borrower
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html

Panel Discussion of Financial Stability: Ten Questions and about Seven Answers

22 Jul 2010 Conferences PDF 85KB
RBA Conference Volume 2010
https://www.rba.gov.au/publications/confs/2010/pdf/caruana-disc.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf