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RBA Glossary definition for semis

semis – Semi-government Securities (Australian state and territory government securities)

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The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
AGS and semis are both included in the regulatory definition of high-quality liquid assets. ... AGS. i. 0. 0.12. 0.81. 0.22. Foreign (indicator). 0.72. Semis. i.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html

Appendix B: Additional Regressions and Robustness Tests

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
borrowers' pre-sample AGS holdings ( AGS. b. ), borrowers' pre-sample semis holdings ( Semis. ... d. ). CPRisk. b. , AGS. b. and Semis. b. are standardised to zero mean and unit variance.
https://www.rba.gov.au/publications/rdp/2021/2021-01/appendix-b.html

Read me

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Format dataset (2) into a single measure of AGS holdings and a single measure of semis holdings for each bank in dataset (1):. ... From dataset (5), sum the changes in OMO positions to the bankdaycollateral level, where collateral is either government
https://www.rba.gov.au/publications/rdp/2021/2021-01/read-me.html

Institutional Background and Data

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
AGS and semis are both included in the regulatory definition of high-quality liquid assets. ... AGS. i. 0. 0.12. 0.81. 0.22. Foreign (indicator). 0.72. Semis. i.
https://www.rba.gov.au/publications/rdp/2021/2021-01/institutional-background-and-data.html

The Repo and Unsecured Markets' Reactions to Stress

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
coefficients are uniformly significant with and without semis controls (columns (a), (b), (e) and (f)). ... borrowers' pre-sample AGS holdings ( AGS. b. ), borrowers' pre-sample semis holdings ( Semis.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html

Introduction

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
semis) expands, while interest rates against first-best collateral (i.e. Australian Government securities (AGS)) fall noticeably – over 100 basis points in our sample.
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html