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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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
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. ... A repo is similar to a securities sale paired with a subsequent repurchase.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Read me file for The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
20 May 2022
RDP
PDF
563KB
RDP 2022-02 supplementary information
https://www.rba.gov.au/publications/rdp/2022/2022-02/rdp-2022-02-read-me.pdf
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
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 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 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
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
Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
loans guaranteed by the Commonwealth or a State, securities issued or guaranteed by an authority constituted by or under an Act, housing loans or other loans on the security of land ... with the Reserve Bank (excluding SRDs), and/ or Treasury notes and
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf
The Cash Market in Australia
31 Jan 2006
RDP
PDF
245KB
Bnt = net sales of securities by authorised dealers to banks and non-banks. ... Bntml = net sales of securities by authorised dealers to banks and non-banks on day t-1.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9214.pdf