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IT – Information Technology

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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
As a result, it is difficult to obtain quotes of executable prices, trading volumes, and related data that are representative of the market.
https://www.rba.gov.au/publications/rdp/2024/2024-03.html

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB
settlement and payment system obligations. It is more likely that demand for these purposes only. ... Since idtb maps each unit to. a bid, it represents the inverse bid function.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'

9 May 2024 RDP PDF 132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf

Statistical Method for Estimating Willingness to Pay

19 Apr 2024 RDP 2024-02
Zan Fairweather, Denzil Fiebig, Adam Gorajek, Rochelle Guttmann, June Ma and Jack Mulqueeney
ε. i. j. where HighFee. ij. is a dummy variable equal to one if account j has high fees ($25), and zero if it has low fees ($20). ... In our specification we also include a constant, and test whether it differs from the predicted value of zero, to gauge
https://www.rba.gov.au/publications/rdp/2024/2024-02/statistical-method-for-estimating-willingness-to-pay.html
See 9 more results from "RDP 2024-02"

The Future System for Monetary Policy Implementation - Consultation Paper - April 2024

15 Apr 2024 Consultations PDF 720KB
It is also an important financial benchmark for the risk-free rate in Australia. ... You cannot withdraw or alter your Submission once the RBA has published it.
https://www.rba.gov.au/publications/consultations/202404-future-system-for-monetary-policy-implementation-in-australia/pdf/202404-the-future-system-for-monetary-policy-implementation-in-australia.pdf

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper

15 Apr 2024 Consultations PDF 506KB
It expressed concern that the proposal creates an uneven playing field and facilitates competition at the expense of appropriate risk management. ... prevent the unauthorised creation or deletion of securities, and conduct periodic and at least daily
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf

Read me file for Valuing Safety and Privacy in Retail Central Bank Digital Currency

10 Apr 2024 RDP PDF 158KB
RDP 2024-02 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-02/rdp-2024-02-read-me.pdf

Non-technical summary for 'Valuing Safety and Privacy in Retail Central Bank Digital Currency'

7 Apr 2024 RDP PDF 146KB
RDP 2024-02 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-02/rdp-2024-02-non-technical-summary.pdf

Valuing Safety and Privacy in Retail Central Bank Digital Currency

4 Apr 2024 RDP PDF 1594KB
preferences for it. For example, Acquisti, Taylor and Wagman (2016) explain that, while surveys. ... It is partly for their effectiveness at handling anchoring issues that discrete choice experiments.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-02.pdf

Online Appendix: Valuing Safety and Privacy in Retail Central Bank Digital Currency

4 Apr 2024 RDP PDF 190KB
RDP 2024-02 online appendix
https://www.rba.gov.au/publications/rdp/2024/2024-02/rdp-2024-02-online-appendix.pdf