Search: overnight loans
RBA Glossary definition for overnight loans
overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
PDF
1627KB
family tree.’ Haldane (2009). 1. Introduction. The market for unsecured overnight interbank loans in Australia, known as the interbank overnight. ... extract loan-level information from Australia’s real-time gross settlement system (all IBOC loans,.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Appendix A: Literature Review
15 Dec 2016
RDP
2016-11
algorithm). By allowing non-rounded transactions to be loans, Sokolov et al may also be capturing secured overnight loans. ... This may be why, even with a high false negative rate, their identified overnight loans represent 126 per cent of the IBOC
https://www.rba.gov.au/publications/rdp/2016/2016-11/appendix-a.html
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Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
overnight interbank loans in other countries. Using the loan-level database, this paper explores features of the market that were previously. ... for identifying overnight interbank loans in other countries. The loan-level dataset produced by our
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
banks might hedge the credit of a large syndicated loan. The OTC derivatives market is large and. ... floating interest rate swaps; another, 1-year Japanese yen-denominated overnight index swaps;.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
interest rate risk on a bond issue; investment funds might hedge the foreign exchange risk of overseas investments; and banks might hedge the credit of a large syndicated loan. ... Each market could represent a particular product: one market might
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
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Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
In Australia, as confidence fell and the Australian dollar depreciated, there were a number of policy responses: the RBA cut the interest rate on overnight cash sharply; the Federal Government enacted ... Banks and other deposit-taking institutions are
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
80. 20. 40. 60. 80. BpsBps. BpsBps. BpsBps. Bank bills(a). Variable rate business loans(c). ... policy developments) can lead to a higher cost of borrowing and stricter loan terms.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
PDF
817KB
loan and debited when they lend money to dealers. The loans are. ... last resort loan rate. Also, since market rates do fluctuate, the interest rate on these loans is.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
Capital Flow Policies, Monetary Policy and Coordination
27 Jul 2014
Conferences
PDF
394KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/fratzscher.pdf
Financial Flows and Infrastructure Financing
27 Jul 2014
Conferences
PDF
3397KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/conf-vol-2014.pdf