Search: ABCP
RBA Glossary definition for ABCP
ABCP – Asset-backed commercial paper
Search Results
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
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
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 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 Global Financial Environment
10 Mar 2009
FSR
– March 2009
A number of central banks have also set up schemes to purchase outright, or assist banks to purchase, assets including asset-backed commercial paper (ABCP), commercial paper and selected short-term
https://www.rba.gov.au/publications/fsr/2009/mar/global-fin-env.html
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
List of graphs
10 Mar 2008
FSR
– March 2008
Graph 26: Australian ABCP Outstanding.
https://www.rba.gov.au/publications/fsr/2008/mar/graphs.html
The Australian Financial System
10 Mar 2008
FSR
– March 2008
Reflecting these developments, between July 2007 and January 2008, total outstanding ABCP fell by around $15 billion, or 20 per cent. ... Some banks have also purchased the ABCP of the conduits that they sponsor as an alternative to providing a loan.
https://www.rba.gov.au/publications/fsr/2008/mar/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
List of tables
10 Sep 2007
FSR
– September 2007
Table A1: Collateral Underlying Outstanding ABCP. ... 18. Source: APRA. Table A1: Collateral Underlying Outstanding ABCP. June 2007. $ billion.
https://www.rba.gov.au/publications/fsr/2007/sep/tables.html