Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
Search Results
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
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
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
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
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
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
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 Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
These variations included CDOs based on asset-backed securities (ABS), as well as ABCP issued by structured investment vehicles (SIVs) that held highly-rated credit instruments including CDO tranches. ... When investors lost faith in ABCP that had been
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
The Australian Financial System
10 Sep 2007
FSR
– September 2007
they do provide back-up lines of credit to the issuers of ABCP) (Graph 17). ... heavily on these markets, or provide significant back-up lines of credit to issuers of ABCP.
https://www.rba.gov.au/publications/fsr/2007/sep/aus-fin-sys.html