Search: borrower
RBA Glossary definition for borrower
borrower – A person or entity that incurs a debt to a lender on agreed terms.
Search Results
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Borrowers provide and receive back securities as collateral alongside their receipt and repayment of the cash that they borrow. ... Loan-level data are valuable because, for example, they capture information on the borrower and lender for each transaction
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
Introduction
15 Aug 2018
RDP
2018-09
Borrowers provide and receive back securities as collateral alongside their receipt and repayment of the cash that they borrow. ... Loan-level data are valuable because, for example, they capture information on the borrower and lender for each transaction
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html
The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Issuer. Detected repos. Borrowers. Lenders. Australian Government. 15,879. 59. 62. Queensland Treasury Corporation. ... The lowest rates are from client lenders to foreign borrowers. Figure 11: Estimated Repo Rates by Lender and Borrower Types – 2015.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
The Algorithm Performance
15 Aug 2018
RDP
2018-09
This would also capture instances of the borrower replacing the collateral type during the life of the repo, if the original and replaced collateral had the same face value, and had
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html
The Repo-detection Algorithm
15 Aug 2018
RDP
2018-09
Multiple transaction loans occur if the lender increases the loan size before it is repaid, or the borrower repays the loan in multiple instalments, or there is a collateral top-up
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-repo-detection-algorithm.html