Search: semis
RBA Glossary definition for semis
semis – Semi-government Securities (Australian state and territory government securities)
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
Semis sales and equilibrium price depression. After AGS sales, a bank's remaining run gap is. ... Specifically, for X in AC.Cash , AC.AGS and AC.Semis:. (A85). R.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
banks' large share of the AGS and semis market would make it challenging for them to sell a large proportion of their holdings without offering a sizeable discount. ... If this is not enough to satisfy the run, banks sell AGS, then semis, and then other
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html