Search: 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.
Search Results
The Reserve Bank's Collateral Framework
7 Dec 2017
Bulletin
– December 2017
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
The Repo Market in Australia
10 Dec 2010
Bulletin
– December 2010
For cash investors in repo, a tri-party arrangement may offer significant administrative and operational benefits, as they are no longer handling individual securities. ... It is only recently that any repos within the Australian market have been
https://www.rba.gov.au/publications/bulletin/2010/dec/4.html
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
Reserve Bank of Australia Annual Report – 2023 Financial Statements Notes to and Forming Part of the Financial Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated financial
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
Collateral held by the Federal Reserve against outstanding repos is maintained in securities accounts at the clearing banks operating under tri-party service agreements. ... Collateral is held in accounts at tri-party service agents. Comments. Rate
https://www.rba.gov.au/publications/confs/2008/hilton.html
List of tables
10 Sep 2008
FSR
– September 2008
14 Sept 08. – Primary Dealer Credit Facility collateral broadened to closely match the types pledged in the tri-party repo systems of the two major clearing banks. –
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html
References
15 Aug 2018
RDP
2018-09
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"
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
Reserve Bank of Australia Annual Report – 2022 Financial Statements Notes to and Forming Part of the Financials Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
The Cash Market
15 Dec 2016
Bulletin
– December 2016
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 | Conference – 2013
19 Aug 2013
Conferences
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
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