Search: OTC
RBA Glossary definition for OTC
OTC – over-the-counter
Search Results
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
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2054KB
This paper studies how mandatory central clearing affects market participants’ incentives in OTC. ... The OTC. derivatives contract is the only way traders can manage endowment risk.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
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1285KB
The resulting increase in the importance of CCPs in OTC derivative markets is well documented. ... The matrix of bilateral gross notional OTC derivative positions for product-class k is denoted Gk.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Structured finance products and many derivatives typically trade OTC because of their inherent idiosyncratic features. ... Therefore, it is no surprise that structured financial products and many derivatives typically trade in OTC markets.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
analysis. Further, OTC markets, which can be large, are omitted, limiting the conclusions that can. ... Accordingly,. OTC repos are settled through CSDs alongside other transactions such as secondary market.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
kid Dwelling stock Log Real ABS, RBA. otc Ownership transfer costs Log Real ABS.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
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3395KB
With central clearing of OTC derivatives in its infancy, the eventual marketoutcome is uncertain. ... 1 In 2009, the G20 members committed to ensuring that all standardised OTC derivativescontracts were cleared through a CCP.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
OTC withdrawals picked up. 9 Foreign demand for Australian currency, for example to satisfy retail foreign exchange. ... 6.0. 12.0. 12.5. 13.0. 13.5. 14.0. OTC(LHS). D. $b$b. 2009SJMDSJM. 2008.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
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1861KB
16 OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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1784KB
over-the-counter (OTC) unsecured markets alongside centrally cleared repo markets, and without. ... lending quantities (e.g. Brassil and Nodari 2018), consistent with OTC unsecured interbank markets.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Limiting Foreign Exchange Exposure through Hedging: The Australian Experience
22 Aug 2006
RDP
PDF
206KB
Options are traded both over-the-counter (OTC) and on exchanges. When traded on exchanges, they generally take the form of an option on a futures contract. ... OTC trading in European-style options accounts for the majority of total turnover in options
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-09.pdf