Search: OTC

Sort by: Date Relevance
11–20 of 79 search results for OTC

RBA Glossary definition for OTC

OTC – over-the-counter

Search Results

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
See 7 more results from "RDP 2016-07"

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 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

Data and Exposure Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
Of the 41 banks, 16 are widely recognised as forming the ‘core’ of the OTC derivative markets. ... The matrix of bilateral gross notional OTC derivative positions for product-class k is denoted G.
https://www.rba.gov.au/publications/rdp/2015/2015-02/data-exposure-analysis.html
See 7 more results from "RDP 2015-02"

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 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

Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 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

A History of Australian Corporate Bonds

29 Jan 2015 RDP PDF 606KB
The trend towards issuing and trading corporate bonds in the over-the-counter (OTC) market accelerated during the 1980s. ... Second, bonds issued OTC prior to the early 1980s are not captured, 3 The ASX was formed in 1987 by legislation that enabled the
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf

Introduction

31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
With central clearing of OTC derivatives in its infancy, the eventual market outcome is uncertain. ... Footnotes. In 2009, the G20 members committed to ensuring that all standardised OTC derivatives contracts were cleared through a CCP.
https://www.rba.gov.au/publications/rdp/2013/2013-12/introduction.html
See 1 more results from "RDP 2013-12"