Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
Search Results
The Australian Financial System
10 Sep 2008
FSR
– September 2008
As noted in the March 2008 Review, conditions have been difficult in both the ABCP market and the RMBS market. ... The spread on ABCP over the bank bill rate is also significantly higher than a year ago.
https://www.rba.gov.au/publications/fsr/2008/sep/aus-fin-sys.html
Financial Stability Review – March 2008
9 Apr 2008
FSR
– March 2008
PDF
542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf
The Australian Financial System
10 Sep 2009
FSR
– September 2009
As discussed in detail in previous Reviews, ABCP markets around the world were the first to be affected by the repricing of risk. ... As at June 2009, the outstanding value of ABCP issued by Australian entities (on and offshore) was around $32 billion,
https://www.rba.gov.au/publications/fsr/2009/sep/aus-fin-sys.html
The Global Financial Environment
10 Mar 2008
FSR
– March 2008
The need to provide this credit stemmed from problems in the asset-backed commercial paper (ABCP) market, which came under intense pressure early in the turmoil as investors shunned commercial paper ... Some of these vehicles had to draw on the back-up
https://www.rba.gov.au/publications/fsr/2008/mar/global-fin-env.html
The Australian Financial System
10 Sep 2010
FSR
– September 2010
Conditions in the shorter-term securitisation markets remain particularly subdued. The amount of asset-backed commercial paper (ABCP) outstanding has continued to decline, reflecting the ongoing amortisation of existing loan pools ... loan repayments),
https://www.rba.gov.au/publications/fsr/2010/sep/aus-fin-sys.html
Financial Stability Review - September 2009
23 Sep 2009
FSR
- September 2009
PDF
816KB
https://www.rba.gov.au/publications/fsr/2009/sep/pdf/0909.pdf
Financial Stability Review - March 2009
17 Apr 2009
FSR
- March 2009
PDF
1621KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/0309.pdf
The Australian Financial System
10 Mar 2009
FSR
– March 2009
As discussed in detail in previous Reviews, ABCP markets around the world were the first to be affected by the repricing of risk, and these markets have remained strained. ... As at December 2008, the outstanding value of ABCP issued by Australian
https://www.rba.gov.au/publications/fsr/2009/mar/aus-fin-sys.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
Conditions in shorter-term securitisation markets have also improved, reflected in declining spreads on asset-backed commercial paper (ABCP). ... Since their peak, ABCP spreads have fallen by almost 30 basis points, to be around 40 basis points above
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
The Australian Financial System
24 Mar 2010
FSR
- March 2010
PDF
407KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/aus-fin-sys.pdf