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RBA Glossary definition for IRS
IRS – Interest rate swaps
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Finally,. the coefficient 8 on the triple interaction term t t ir low large indicates the differential impact of.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Online Appendix: MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model
13 Jan 2022
RDP
PDF
378KB
RDP 2022-01 online appendix
https://www.rba.gov.au/publications/rdp/2022/2022-01/rdp-2022-01-online-appendix.pdf
Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
PDF
2180KB
Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. Research Discussion Paper. R DP 2021- 05. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-05.pdf
Introduction
1 May 1983
RDP
8301
In this fashion, some mobile transactions balances were kept out of required reports to the Fed (and IRS) and therefore out of M1 although they were available daily in domestic money
https://www.rba.gov.au/publications/rdp/1983/8301/introduction.html
References
31 Dec 2004
RDP
2004-01
FitzGerald VW and IR Harper (1992), ‘Superannuation preferred or “level playing field”?
https://www.rba.gov.au/publications/rdp/2004/2004-01/references.html
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
See 1 more results from "RDP 2019-11"
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
They estimate that a prudent CCP with a monopoly on OTC derivative clearing would need US$43 billion of initial margin for clearing interest rate swaps (IRS), and up to US$107 billion ... Similar results are obtained if clearing is consolidated across
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Inflation and Corporate Taxation in Australia
19 Nov 2012
RDP
PDF
955KB
half life 0. 04 -1---ir---t--l---ir-----1---i-----t------t-----t-t--i. 3 5 7 9 11 13 15 17 19 21 23 25.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9011.pdf