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RBA Glossary definition for TRI

TRI – Cash Rate Total Return Index. The TRI measures the performance of an investment earning the cash rate, where interest is reinvested. The Reserve Bank of Australia publishes the TRI, which members of the public can use as a benchmark with a risk-free rate of return.

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References

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Tri-Party Repo Market’, Federal Reserve Bank of New York Economic Policy Review, 18(3), pp 17–28. ... Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.
https://www.rba.gov.au/publications/rdp/2018/2018-09/references.html
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Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
3. through tri-party infrastructure, collected by the Federal Reserve Bank of New York.4 Mancini,. ... 4 Copeland et al (2012) describe tri-party repo infrastructure in the United States.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

References

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.
https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html
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The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

Explaining the Recent Performance of Australia’s Manufactured Exports

30 Nov 2009 RDP PDF 108KB
pate. nts,. copy. right. s. over. seas. tri. ps. adve. rtisi.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf

Exchange Rates and Fundamentals: A Generalization

3 Dec 2007 Research Workshop PDF 323KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/nason.pdf

Shopping Externalities and Self-Fulfilling Unemployment Fluctuations

13 Dec 2012 Research Workshop PDF 527KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/kaplan-menzio.pdf

Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...

20 Nov 2018 Research Workshop PDF 691KB
Mortgage Prepayment and Path-Dependent Effects of Monetary. Policy. David Berger† Konstantin Milbradt‡ Fabrice Tourre Joseph Vavra. November 2018. Abstract. How much ability does the Fed have to stimulate the economy by cutting interest rates?
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf