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RBA Glossary definition for OTC

OTC – over-the-counter

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Introduction

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
The few studies that combine repo- and unsecured-market data during stressed periods analyse over-the-counter (OTC) unsecured markets alongside centrally cleared repo markets, and without loan-level data that
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
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The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 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

Core Equations

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
Dwelling stock. Log. Real. ABS, RBA. otc. Ownership transfer costs. Log.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
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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

Data

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
OIS contracts are OTC derivatives contracts allowing investors to hedge against (or speculate on) movements of the average level of the overnight rate over the maturity of the contract.
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Explaining Monetary Spillovers: The Matrix Reloaded

8 Apr 2019 RDP PDF 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

Credit, Money, Interest and Prices

26 Nov 2018 Research Workshop PDF 1403KB
ψt Bt = ψ. t B. t. (7). The interbank market is over-the-counter (OTC) market (as in Ashcraft and Duffie, 2007; Afonsoand Lagos, 2012) and, thus, there are many interest
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-bigio.pdf

Introduction

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Further, OTC markets, which can be large, are omitted, limiting the conclusions that can be drawn. ... Accordingly, OTC repos are settled through CSDs alongside other transactions such as secondary market purchases (i.e.
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html
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Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 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

Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Second, before participants can enter into OTC derivatives contracts, they must negotiate extensive documentation. ... The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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