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RBA Glossary definition for ASX

ASX – The Australian Securities Exchange is Australia's primary national exchange for equities, warrants and equity-related derivatives.

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31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
In Australia, for instance, many large international banks and investment houses participate in the domestic CCPs, and make up the majority of participants in the futures CCP, ASX Clear (Futures). ... 9. ASX Clear (Futures) was third lowest with 17
https://www.rba.gov.au/publications/rdp/2013/2013-12/results.html
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Read me file for Firms' Price-setting Behaviour: Insights from Earnings Calls

7 Sep 2023 RDP PDF 155KB
RDP 2023-06 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-06/rdp-2023-06-read-me.pdf

A History of Australian Corporate Bonds

29 Jan 2015 RDP PDF 606KB
Around one-third of these (by number) are listed on the ASX, while the remainder are unlisted. ... based exchanges. In 2006, the Australian Stock Exchange merged with the Sydney Futures Exchange (SFE) to become the Australian Securities Exchange (also
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf

Appendix A: Data

31 Dec 2013 RDP 2013-01
Tom Cusbert and Thomas Rohling
Download the Paper 634. KB. ASX 200 refers to the S&P/ASX 200 stock market index, from Bloomberg. ... ASX volatility refers to the intraday range of the ASX 200 (expressed as a percentage of the midpoint), from Bloomberg.
https://www.rba.gov.au/publications/rdp/2013/2013-01/appendix-a.html
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The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
In Australia, cash and government bonds comprise the majority of margin posted at ASX Clear (Futures) – a domestic derivatives CCP (Cheung, Manning and Moore 2014).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
ASX 200 – ASX 200 index, log100; obtained from Bloomberg.
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Note: Data from the EFS collection from July 2019. Sources: ABS; APRA; ASX; Australian Financial Markets Association; Bank liaison; Banks' websites; Bloomberg; Board of Governors of the Federal Reserve System; CANSTAR; ... Figure 7: Major Banks' Net
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 3395KB
3 Three CCPs currently operate in Australia: two CCPs in the ASX Group, ASX Clear and ASXClear (Futures), and the London-based CCP, LCH.Clearnet Ltd. ... ASX Clear (Futures) was third lowest with 17 participants, and ASX Clear had43 participants.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
b) Lagged one day to account for time zones. Sources: ASX; Authors' calculations; Federal Reserve Bank of St. ... Sources: ASX; Authors' calculations; RBA. The slopes of the fitted lines, each representing particular subsets of days and borrowers, fit
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Measuring Economic Uncertainty and Its Effects

22 Feb 2016 RDP PDF 1096KB
expected one-month-ahead volatility in the ASX 200. Unfortunately, data for option-implied. ... Option-. implied. volatility(a). Realised. volatility. Analyst. earnings. forecast. uncertainty. (ASX 200)(a).
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf