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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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The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
savings. But banks also hold debt securities and reserves at central banks, borrow in wholesale. ... Securities Wholesale debt(b). Losses(a) Wholesale deposits(c). Discretionary Loans High-interest retail deposits.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
transactions) of most categories of debt securities held in Australia's debt securities infrastructure, Austraclear. ... face value of securities, and money quantities consistent with a feasible repo rate.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Read me file for Identifying Repo Market Microstructure from Securities Transactions Data

14 Aug 2018 RDP PDF 365KB
RDP 2018-09 supplementary information
https://www.rba.gov.au/publications/rdp/2018/2018-09/rdp-2018-09-read-me.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

8 Dec 2022 RDP PDF 2133KB
target for the 3-year yield on Australian Government Securities (AGS) of around 25 basis points; an. ... to decline, as investors sought securities with similar credit risk, thereby benefiting non-bank lenders.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
infrastructure, Austraclear.3 To identify the securities transactions that comprise repos, we use the. ... European repo markets against high-quality securities (Copeland, Martin and Walker 2014; Mancini.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
handling the default of HanMag Securities in 2014 (although this was a futures default, not an OTC derivatives default).
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data

13 Feb 2024 RDP PDF 1260KB
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from. Australian Administrative Data. Omer Majeed, Jonathan Hambur and Robert Breunig. Research Discussion Paper. R DP 2024- 01. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf

A History of Australian Equities

1 Jun 2019 RDP 2019-04
Thomas Mathews
Figure 1: Australian Financial Markets. Securities outstanding, per cent of GDP.
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
This mechanism captures the historical pattern that marginal spreads on wholesale funding – debt securities and deposits of large wholesale/institutional customers – rise quickly when economic activity drops and uncertainty rises. ... These derived
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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Research Discussion Papers – 1980

31 Dec 1980 RDP
Research Discussion Papers contain the results of economic research within the Reserve Bank. They are issued throughout the year.
https://www.rba.gov.au/publications/rdp/1980/