Search: central bank
Did you mean
centralbank?
RBA Glossary definition for central bank
central bank – A non-commercial bank, which may or may not be independent of government, which has some or all of the following functions: conduct monetary policy; oversee the stability of the financial system; issue currency notes; act as banker to the government; supervise financial institutions and regulate payments systems.
Search Results
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. ... The views expressed in this working paper are those of the authors and do not necessarily reflect the views of the Reserve Bank of Australia
https://www.rba.gov.au/publications/rdp/2016/2016-07/
The Efficiency of Central Clearing: A Segmented Markets Approach
2 Nov 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. ... James Hansen and Angus Moore. October 2016. 2.00. MB. central clearing, financial markets, payments.
https://www.rba.gov.au/publications/rdp/2016/2016-07.html
Results
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 4. ... A second implication of our findings is that the case for mandatory central clearing is strongest for asset classes that are closely correlated with banks' underlying
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. ... The views expressed in this working paper are those of the authors and do not necessarily reflect the views of the Reserve Bank of Australia
https://www.rba.gov.au/publications/rdp/2016/2016-07/sections.html
Background
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 2. ... Download the Paper 2.00. MB. OTC derivatives are a type of financial contract that are traded bilaterally, rather than on a central exchange.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
References
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach References. ... Haene P and A Sturm (2009), ‘Optimal Central Counterparty Risk Management’, Swiss National Bank Working Paper No 2009-7.
https://www.rba.gov.au/publications/rdp/2016/2016-07/references.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. ... s. where. – that is, the average proportion of central clearing across all markets.
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
Appendix A: Trader Behaviour and Solution Method
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix A: Trader Behaviour and Solution Method. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia acknowledges the Aboriginal and
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-a.html
The Model
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 3. ... s. where. – that is, the average proportion of central clearing across all markets.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
Appendix B: Solving the Constrained-efficient Problem
22 Nov 2016
RDP
2016-07
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix B: Solving the Constrained-efficient Problem. ... Reserve Bank of Australia, 2001–2024. All rights reserved. The Reserve Bank of Australia acknowledges the
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-b.html