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RBA Glossary definition for securities

securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.

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Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
risk) of a security or a portfolio. Price sensitivity is greater for securities (or portfolios) with longer maturities and/or lower coupon rates. ... The same cannot be said regarding vertical disallowances as the simulation process only includes one
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html

The Supervisory Treatment of Banks' Market Risk

1 Nov 1994 RDP 9408
Stephanie Weston and Brian Gray
Research Discussion Paper – RDP 9408 The Supervisory Treatment of Banks' Market Risk. Stephanie Weston and Brian Gray. November 1994. 76. KB. Related Information. The materials on this webpage are subject to copyright and their use is subject to
https://www.rba.gov.au/publications/rdp/1994/9408/

The Supervisory Treatment of Banks’ Market Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1994/9408.html

Equity Risk

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Australian banks' exposures to equity risk is not as significant as exposures to price risk on debt securities and foreign exchange risk, mainly as a consequence of regulatory restrictions on banks' ... an alternative methodology used by the Securities
https://www.rba.gov.au/publications/rdp/1994/9408/equity-risk.html

Background

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
A desire to achieve greater consistency in supervisory treatment between international banking and securities regulators. ... However, the structure of the proposals as they were released still reflects the input of the securities regulators.
https://www.rba.gov.au/publications/rdp/1994/9408/background.html

Conclusion

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Download the Paper 76. KB. The greatest impact of the new requirements will fall on those banks which are active in the equities, debt securities and foreign exchange markets. ... This conclusion should be assessed in terms of the benchmark against which
https://www.rba.gov.au/publications/rdp/1994/9408/conclusion.html

Structure of The Proposals

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
objective of creating a regulatory structure applicable to both banks and securities firms. ... risk (for example, relationships between exchange rate movements and changes in security yields) and build those empirical linkages into the risk measurement
https://www.rba.gov.au/publications/rdp/1994/9408/structure-proposals.html

Introduction

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
consisted of three separate proposals to measure risks arising from banks' trading activities in debt securities and equities markets, and in relation to their foreign exchange exposures.
https://www.rba.gov.au/publications/rdp/1994/9408/introduction.html