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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References
20 Jan 2021
RDP
2021-01
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
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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
Reserve Bank of Australia Annual Report 2020 - Financial Statements
14 Oct 2020
Annual Report
PDF
773KB
1 6 9A N N UA L R E P O R T 2020 | F I N A N C I A L S TAT E M E N T S. Financial Statements. For the year ended 30 June 2020. Statement of AssuranceIn the opinion of each of the Governor, as the accountable authority of the Reserve Bank of
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/financial-statements.pdf
Note 15 – Financial Instruments and Risk
12 Apr 2020
RBA Annual Report
– 2020
The management of collateral and cash associated with tri-party repurchase agreements is conducted through a third party, in this case the Australian Securities Exchange. ... The terms and requirements of tri-party repurchase agreements are broadly
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html
Settlement Procedures
9 Apr 2020
that allows ASX Collateral Management Services Pty Ltd (ASX Collateral) to act as tri-party agent to the Reserve Bank's reverse repurchase agreements via its triparty collateral management service (ASXCOL+). ... At the present time, only a subset of
https://www.rba.gov.au/mkt-operations/resources/tech-notes/settlement-procedures.html
The Reserve Bank's Collateral Framework
10 Feb 2020
Bulletin
December Quarter 2017
PDF
1798KB
https://www.rba.gov.au/publications/bulletin/2017/dec/pdf/bu-1217-2-the-reserve-banks-collateral-framework.pdf
Bulletin December Quarter 2017
10 Feb 2020
Bulletin
PDF
6688KB
collateral specific. Tri-party collateral management services and providers. Yes, service provider:. ... ADI-issued. ABS AGS. Semis. Supras. Other. Includes tri-party reposSource: RBA. The Reserve Bank’s domestic market operations.
https://www.rba.gov.au/publications/bulletin/2017/dec/pdf/bu-1217-reserve-bank-bulletin.pdf
Reserve Bank of Australia Annual Report 2018
10 Feb 2020
RBA Annual Report
2018
PDF
8962KB
https://www.rba.gov.au/publications/annual-reports/rba/2018/pdf/2018-report.pdf
Note 15 – Financial Instruments and Risk
17 Oct 2019
RBA Annual Report
– 2019
The management of collateral and cash associated with tri-party repurchase agreements is conducted through a third party, in this case the Australian Securities Exchange. ... The terms and requirements of tri-party repurchase agreements are broadly
https://www.rba.gov.au/publications/annual-reports/rba/2019/financial-statements/note-15.html
Reserve Bank of Australia Annual Report 2019 - Financial Statements
14 Oct 2019
RBA Annual Report
2019
PDF
790KB
https://www.rba.gov.au/publications/annual-reports/rba/2019/pdf/financial-statements.pdf