Search: ABCP

Sort by: Date Relevance
1–10 of 80 search results for ABCP

RBA Glossary definition for ABCP

ABCP – Asset-backed commercial paper

Search Results

Margin Ratios

18 Mar 2024
Asset-backed securities include asset-backed commercial paper (ABCP), residential mortgage-backed securities (RMBS). ,
https://www.rba.gov.au/mkt-operations/resources/tech-notes/margin-ratios.html

Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Appendix A: Emergency Liquidity Injection Policies in Europe and the United States

9 Oct 2019 RDP 2019-10
Nicholas Garvin
It purchased unsecured commercial paper (essentially making unsecured loans), charging the overnight index swap (OIS) rate plus 100 basis points, and asset-backed commercial paper (ABCP), charging the OIS rate plus ... By the end of October the Fed owned
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
See 1 more results from "RDP 2019-10"

The Reserve Bank's Collateral Framework

7 Dec 2017 Bulletin – December 2017
Yasaman Naghiloo and David Olivan
The Reserve Bank, like other central banks, holds collateral to reduce the risk of financial loss in its domestic market operations. The Reserve Bank's collateral framework sets out how the diverse portfolio of collateral assets is managed and
https://www.rba.gov.au/publications/bulletin/2017/dec/2.html

Discussion on The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
backed commercial paper (ABCP), as well as other forms of maturity and liquidity transformation.
https://www.rba.gov.au/publications/confs/2013/singh-disc.html

The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
Presently, there is no way of using FoF data to trace back the banking sector's off-balance sheet liabilities to asset-backed commercial paper (ABCP) and MMMFs. ... FoF data use the term ‘open market paper’ to capture money market instruments such as
https://www.rba.gov.au/publications/confs/2013/singh.html

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
Importantly, BAs can also substitute for both CP and asset-backed commercial paper (ABCP). ... 7.1 Canada: Term purchase and resale agreements. Driven by a combination of heightened funding pressures in other markets and a freeze in Canada's non-bank
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

Enhancing Information on Securitisation

22 Oct 2012 Speech
Guy Debelle
Address delivered by Guy Debelle, Assistant Governor (Financial Markets), to the Australian Securitisation Forum, Sydney
https://www.rba.gov.au/speeches/2012/sp-ag-221012.html

New Eligibility Criteria for Residential Mortgage Backed Securities

22 Oct 2012 Media Releases
The RBA is introducing new criteria for eligibility of residential mortgage backed securities (RMBS) in its operations
https://www.rba.gov.au/media-releases/2012/mr-12-31.html

The Domestic Market for Short-term Debt Securities

10 Sep 2011 Bulletin – September 2011
Matthew Boge and Ian Wilson
Graph 7. Although a number of programs remain in operation, issuance of ABCP has continued to decline. ... For an overview of the Australian ABCP market, see Black and Fisher [10].
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html