Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
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The Saving Glut of the Rich and the Rise in Household Debt
19 Dec 2019
Research Workshop
PDF
620KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sufi.pdf
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
See 1 more results from "RDP 2019-11"
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
PSB Board Annual Report 2019 - Abbreviations
14 Oct 2019
Annual Report
PDF
248KB
PSB Board Annual Report 2019
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/abbreviations.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Emergency Liquidity Injections. Nicholas Garvin. Research Discussion Paper. R D P 2019 -10. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and, where applicable
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
On the Risk of Leaving the Euro∗ Manuel Macera† ...
2 Dec 2018
Research Workshop
PDF
545KB
of internal rationality (IR) for policy analysis. Departures from RE are still controversial,. ... The answer is no. All that our IR agent could do is to plug.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-nicolini.pdf
Abbreviations
20 Sep 2018
PSB Annual Report
– 2018
IOSCO. International Organisation of Securities Commissions. IRD. Interest rate derivatives. IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2018/abbreviations.html
RBA Payments System Board 2018 Annual Report - Abbreviations
20 Sep 2018
Annual Report
PDF
624KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/abbreviations.pdf
Oversight, Supervision and Regulation of Financial Market Infrastructures
20 Sep 2018
PSB Annual Report
– 2018
The products initially eligible for clearing included bank bill benchmark (BKBM) interest rate swaps (IRS) and overnight index swaps (OIS), both to a maximum maturity of two years. ... The maximum maturity of BKBM IRS was extended to 15 years in February.
https://www.rba.gov.au/publications/annual-reports/psb/2018/oversight-supervision-and-regulation-of-financial-market-infrastructures.html