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
4. Domestic Regulatory Developments
9 Oct 2023
FSR
- October 2023
PDF
147KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/04-regulatory-developments.pdf
The Performance of Australian Residential Mortgage-backed Securities
28 Mar 2006
FSR
– March 2006
PDF
62KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/0306-2.pdf
Box A: The Basel III Liquidity Reforms in Australia
24 Mar 2015
FSR
March 2015
PDF
51KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/box-a.pdf
The Australian High-Value Payments System
19 Apr 2004
FSR
PDF
98KB
High ValueClearing System(debt securities). Reserve Bank Information & Transfer System. Low value payments. ... Austraclear maintains electronic cash and securities records for its members; traditionally, many securities records were held in paper form.
https://www.rba.gov.au/publications/fsr/2004/mar/pdf/0304-1.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
5.4 Focus Topic: Interest Rate Risk
9 Oct 2023
FSR
- October 2023
PDF
276KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/08-focus-topic-interest-rate-risk.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