Search: lender
RBA Glossary definition for lender
lender – A person or institution which provides loans on agreed terms to borrowers.
Search Results
Introduction
15 Aug 2018
RDP
2018-09
The collateral reduces the risk to the lender – if a repo borrower defaults, the lender takes immediate ownership of the collateral, whereas if an unsecured borrower defaults, the lender joins other ... Loan-level data are valuable because, for example,
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Loan-level data are valuable because, for example, they capture information on the borrower and lender for each transaction, potentially revealing whether position changes are supply or demand driven. ... C6. At no point does the lender return more
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.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 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 ... C6. At no point does the lender return more securities than it has
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-repo-detection-algorithm.html
The Algorithm Performance
15 Aug 2018
RDP
2018-09
seller repurchasing the same securities to return to the securities lender (although the purchase may be from a different counterparty).
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html