Search: TRI
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
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
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
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