Search: AFMA
RBA Glossary definition for AFMA
AFMA – Australian Financial Markets Association. A national industry body representing about 200 organisations which participate in the Australian over-the-counter (OTC) wholesale financial markets. Transactions include foreign exchange, interest rate products, financial derivatives, repurchase agreements, commodities, equity and electricity derivatives.
Search Results
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
During the first quarter of 2013, four banks withdrew from AFMA's BBSW survey. ... The venues currently included in AFMA's calculation process are ICAP, Tullett Prebon and Yieldbroker.
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
The Domestic Market for Short-term Debt Securities
14 Sep 2011
Bulletin
PDF
294KB
Reserve Bank of Australia Bulletin September 2011
https://www.rba.gov.au/publications/bulletin/2011/sep/pdf/bu-0911-5.pdf
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Hence, unlike the BBA's LIBOR survey, AFMA is not surveying the respondents about their own borrowing costs. ... AFMA's survey is more akin to the EBF's Euribor survey in that it is surveying respondents on prime banks' borrowing costs.
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Box D: Bank Bill Swap Benchmark Rates
7 Nov 2013
SMP
– November 2013
PDF
45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
Sources: ABS; AFMA; APRA; ASIC; Jones Lang LaSalle; RBA. Table 10: Distribution of Loans.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
AFMA), as well as ad hoc surveys carried out in 2009 and 2012 by APRA, the Australian Securities and Investments Commission (ASIC) and the Bank. ... The BIS and APRA data, along with turnover data from AFMA, indicate that the local markets are quite
https://www.rba.gov.au/publications/bulletin/2012/dec/5.html
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
The specific reference rates used are known as bank bill swap reference rates (BBSW) and their compilation is overseen by AFMA. ... Each trading day, AFMA surveys market participants for rates on prime bank bills and CDs for maturities ranging from one
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
The gross value for outstanding contracts was estimated by the Australian Financial Markets Association (AFMA) to be around A$340 billion in mid 2011 (AFMA 2011). ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>.
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html
Extracting Information from Financial Market Instruments
10 Mar 2012
Bulletin
– March 2012
There are no official data to measure the total size and activity levels in the inflation swap market accurately, although a survey by the Australian Financial Markets Association (AFMA) estimated that ... as at May 2011 there were $24 billion of
https://www.rba.gov.au/publications/bulletin/2012/mar/6.html