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RBA Glossary definition for TRI

TRI – Cash Rate Total Return Index. The TRI measures the performance of an investment earning the cash rate, where interest is reinvested. The Reserve Bank of Australia publishes the TRI, which members of the public can use as a benchmark with a risk-free rate of return.

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References

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Tri-Party Repo Market’, Federal Reserve Bank of New York Economic Policy Review, 18(3), pp 17–28. ... Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.
https://www.rba.gov.au/publications/rdp/2018/2018-09/references.html

Introduction

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Copeland, Martin and Walker (2014) analyse daily data on collateral held against repos through tri-party infrastructure, collected by the Federal Reserve Bank of New York. ... Copeland et al (2012) describe tri-party repo infrastructure in the United
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
Copeland, Martin and Walker (2014) analyse daily data on collateral held against repos through tri-party infrastructure, collected by the Federal Reserve Bank of New York.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html