Search: securities
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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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from. ... exposures that default. These derived PDs are then combined with LGD assumptions derived from data on the security.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
Aus. 1976:Q3. 2020:Q3. FD. 5. 3-year Australian Government security (AGS) yield. ... Aus. 1970:Q3. 2020:Q3. LD. Debt securities outstanding. 52. Short-term: Australia: banks.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Attachment C
1 Jul 1979
RDP
7901
RDP 7901: Estimation and Statistical Evaluation of an Economic Model Attachment C. L.A. Moore. July 1979. The specification of the model is as reported in Section 7 of Jonson et al (1977). The t-value for the parameter estimate is given where
https://www.rba.gov.au/publications/rdp/1979/7901/attachment-c.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
sector. The first is the capital gains banks would receive from these securities as interest rates fall. ... the long-run interest rate risk of the securities held by banks is higher when the level of interest rates is lower.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Financial Intermediation and Securities Markets
1 Oct 1996
RDP
9605
In other words, the development of securities markets helped to make possible the provision of deposit and lending services by separate institutions. ... Mortgage managers arrange housing loans largely funded by the issue of mortgage-backed securities
https://www.rba.gov.au/publications/rdp/1996/9605/financial-intermediation-and-securities-markets.html
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Appendix A: Survey Methodology
27 Nov 2023
RDP
2023-08
Safety / security of the transaction. 03. Speed of processing the payment.
https://www.rba.gov.au/publications/rdp/2023/2023-08/appendix-a.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
receive deposits and/or close substitutes and grant credits or invest in securities on their own. ... minus total interest expense. AEA is the sum of total loans, total securities,.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
21 Nov 2023
RDP
PDF
2354KB
privacy/security concerns or family/budget reasons for needing cash (Figure 11). Figure 10: Effects of No Cash.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Liquid assets over total assets. The ratio of cash, liquid assets and securities expressed as a percentage of ATA. ... Total equity includes common equity, non-controlling interest, securities revaluation reserves, foreign exchange revaluation reserves,
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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