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21–30 of 118 search results for 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.

The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008

20 Aug 2007 Conferences

Ben Cohen and Eli Remolona

While the problems in CDS and CDO markets have been much commented upon during the crisis, the role of the tri-party repo has attracted less attention. ... In a tri-party repo, the third party is a clearing bank, which knows both the lender and borrower

https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html

References

20 Jan 2021 RDP 2021-01

Nicholas Garvin, David W Hughes and José-Luis Peydró

Copeland A, A Martin and M Walker (2014), ‘Repo Runs: Evidence from the Tri-Party Repo Market’, The Journal of Finance, 69(6), pp 2343–2380.

https://www.rba.gov.au/publications/rdp/2021/2021-01/references.html

See 1 more results from "RDP 2021-01"

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB

https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf

The Equity Securities Lending Market

18 Dec 2014 Bulletin – December 2014

Jonathan Carroll and Ashwin Clarke

An equity securities loan is an arrangement in which one party (the lender) agrees to transfer an equity security to another party (the borrower) temporarily, usually in exchange for collateral and a fee. The market for securities loans is an

https://www.rba.gov.au/publications/bulletin/2014/dec/5.html

Notes to and Forming Part of the Financials Statements

9 Aug 2023 RBA Annual Report - 2022 PDF 284KB

https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/notes.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB

The Role of Collateral in Borrowing. Nicholas Garvin, David W Hughes and José-Luis Peydró. Research Discussion Paper. R D P 2021- 01. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper

https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf