Search: overnight loans
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RBA Glossary definition for overnight loans
overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
detect term loans rather than overnight loans. Arciero et al (2016) calibrate, run and assess the. ... data. Any detected overnight loans must therefore be false detections rather than actual overnight.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
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3267KB
overnight interbank loans in other countries. Using the loan-level database, this paper explores features of the market that were previously. ... for identifying overnight interbank loans in other countries. The loan-level dataset produced by our
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
The Cash Market in Australia
31 Jan 2006
RDP
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245KB
ABSTRACT. The cash market is the market for overnight loans between financial institutions. ... The interest rate paid by the dealers on overnight loans in non-ES funds is the secured non-ES funds rate.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9214.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
4. The credit channel literature shows that borrower and loan characteristics are important. ... overnight loans that are subsequently rolled over without transacting, and loans that upon initiation.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
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1627KB
family tree.’ Haldane (2009). 1. Introduction. The market for unsecured overnight interbank loans in Australia, known as the interbank overnight. ... extract loan-level information from Australia’s real-time gross settlement system (all IBOC loans,.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
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2093KB
credible. In the model presented here, lending policies that permit banks to repay the loans after.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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1464KB
persistently deviated from each other, and from overnight cash rate expectations as captured by. ... Note: (a) Discounted variable rates on owner-occupier housing loans; spread to cash rate.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
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817KB
loan and debited when they lend money to dealers. The loans are. ... last resort loan rate. Also, since market rates do fluctuate, the interest rate on these loans is.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
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1966KB
rates of non-performing loans at financial institutions. In order to implement the GaR framework for Australia we need to develop a financial conditions.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
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1923KB
sector restructuring activity in China (as non-performing loans peaked above 30 per cent). ... Inflation. Operational target(s) Monetary base. 7-day interbank repo rate. Overnight cash rate target.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf