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
20 Jan 2021
RDP
2021-01
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/2021/2021-01/references.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...
20 Nov 2018
Research Workshop
PDF
691KB
Mortgage Prepayment and Path-Dependent Effects of Monetary. Policy. David Berger† Konstantin Milbradt‡ Fabrice Tourre Joseph Vavra. November 2018. Abstract. How much ability does the Fed have to stimulate the economy by cutting interest rates?
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf
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
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
3. through tri-party infrastructure, collected by the Federal Reserve Bank of New York.4 Mancini,. ... 4 Copeland et al (2012) describe tri-party repo infrastructure in the United States.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.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
Discussion of The Economics of Shadow Banking
19 Dec 2013
Conferences
PDF
91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh-disc.pdf
Central Bank Liquidity Provision and Core Funding Markets
19 Dec 2013
Conferences
PDF
439KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor.pdf
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
Tri-party repo. A distinct part of the collateral intermediation process, the tri-party repo (TPR) market, can present a different set of systemic risks. ... Four tri-party agents intermediate this market: Euroclear and Clearstream, two
https://www.rba.gov.au/publications/confs/2013/singh.html