Search: Austraclear
RBA Glossary definition for Austraclear
Austraclear – Austraclear provides settlement services for the OTC debt market and for derivatives traded on the ASX and ASX 24 markets. Austraclear is a wholly owned subsidiary of the ASX group.
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
transacted through foreign (i.e. non-Austraclear) infrastructure, the two datasets have a robust. ... Upon request, ASX provided the RBA with securities transactions data from Austraclear, its central.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
This paper provides and assesses an algorithm for extracting loan-level repo data from over-the-counter securities transactions data, and applies it to securities transactions data from Austraclear. ... non-Austraclear) infrastructure, the two datasets
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Appendix A: Interbank Market Infrastructure
20 Jan 2021
RDP
2021-01
In Australia these transactions are mostly settled through Austraclear, Australia's settlement system and central securities depository for debt securities (a subsidiary of the publicly listed company ASX). ... In September 2008, there were roughly 360
https://www.rba.gov.au/publications/rdp/2021/2021-01/appendix-a.html
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Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
Austraclear Limited; RBA. Aus. 1992:Q4. 2020:Q2. LD. 54. Long-term: banks. Bloomberg; RBA. ... Aus. 1992:Q4. 2020:Q2. LD. 56. Short-term: Australia: government. AOFM; Austraclear Limited; RBA.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Read me file
24 May 2022
RDP
2022-02
DC data are loaded by ‘load_dc_data.R’. Austraclear. Data from Austraclear on the outstanding amounts of semi-government securities (semis) are loaded by ‘load_austraclear_data.R’.
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html
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Read me file for The Role of Collateral in Borrowing
17 Jan 2021
RDP
PDF
467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf
Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
The Australian Securities and Investments Commission's Review of the EFT Code of Conduct – April 2006 | Responses and Options Paper
14 Jun 2023
Submissions
These same motivations lay behind the decision by the Reserve Bank to transfer its securities settlement system for Commonwealth Government securities to Austraclear in 2002.
https://www.rba.gov.au/publications/submissions/payments-system/proposed-asx-sfe-merger/index.html
The Algorithm
15 Dec 2016
RDP
2016-11
the Furfine-type algorithm is run on transactions entered into RITS via either cash transfers or Austraclear (over 900,000 rounded transactions between 2005 and 2015). ... Moreover, the number of rounded transactions entered via Austraclear was far
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
infrastructure, Austraclear.3 To identify the securities transactions that comprise repos, we use the. ... Austraclear accounts. Some accounts banks use on behalf of clients – indicated by the account name. –
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf