Search: TRI
RBA Glossary definition for TRI
TRI – Cash Rate Total Return Index. The TRI measures the performance of an investment earning the cash rate, where interest is reinvested. The Reserve Bank of Australia publishes the TRI, which members of the public can use as a benchmark with a risk-free rate of return.
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Bulletin March Quarter 2019
20 Apr 2023
Bulletin
- March 2019
PDF
4430KB
https://www.rba.gov.au/publications/bulletin/2019/mar/pdf/bulletin-2019-03.pdf
Market Operations Resources – Interest Rate Benchmark Reform in Australia
10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
In January, ASX expanded the service to provide a tri-party securities lending service for fixed income securities.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/material-developments.html
Analysis and Further Considerations | OTC Derivatives Market Reform Considerations – March 2012
9 Mar 2023
Tri-party collateral management services aim to use the pool of available collateral more efficiently and are usually provided by private financial institutions and central security depositories. ... For example, the Federal Reserve Bank of New York has
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201203-otc-derivatives-market-reform-considerations/analysis-considerations.html
Assessment of CS Facilities against the Financial Stability Standards | 2008/09 Assessment
9 Mar 2023
Investing on a secured basis (reverse repo): In this case, funds are invested on a secured basis via repo arrangements, perhaps managed by a tri-party agent.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2008-2009/assest-cs-fin-stability.html
Annex 4 | Report on the Australian OTC Derivatives Market October 2012
9 Mar 2023
rated USD corporate bonds (via tri party repo); money market mutual funds and bank deposits eligible for CME's collateral management program.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/annex-4.html
Standard 10: Exchange-of-value settlement systems | Appendix C2. Financial Stability Standards for Securities Settlement Facilities |…
9 Mar 2023
Austraclear. Settlement of securities transactions in Austraclear (including the opening and closing legs of tri-party repo trades submitted by ASX Collateral) is on a DvP Model 1 basis.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-securities-settlement-facilities/standard-10.html
Standard 10: Exchange-of-value settlement systems | C2. Financial Stability Standards for Securities Settlement Facilities | Assessment of…
9 Mar 2023
Austraclear. Settlement of securities transactions in Austraclear (including the opening and closing legs of tri-party repo trades submitted by ASX Collateral) is on a DvP Model 1 basis.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-securities-settlement-facilities/standard-10.html
Standard 10: Exchange-of-value settlement systems | Appendix C2. Financial Stability Standards for Securities Settlement Facilities |…
9 Mar 2023
Austraclear. Settlement of securities transactions in Austraclear (including the opening and closing legs of tri-party repo trades submitted by ASX Collateral) is on a DvP Model 1 basis.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c2-financial-stability-standards-for-securities-settlement-facilities/standard-10.html
Standard 15: Custody and Investment Risks | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for…
9 Mar 2023
Under CME's Investment Policy, CME's cash – including cash posted to it by participants – can be held at central and commercial banks, invested in bilateral and tri-party reverse repurchase
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-15.html