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.
Search Results
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
Reserve Bank of Australia Annual Report – 2023 Financial Statements Notes to and Forming Part of the Financial Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated financial
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
A2.2 Austraclear | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities A2.2 Austraclear. Austraclear is a wholly owned subsidiary of ASX Settlement Corporation Limited, itself a wholly owned subsidiary of ASX Limited (see ‘ASX Group Structure’ in Appendix
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a2-2-austraclear.html
Transcript of Question & Answer Session on 12 July 2023
12 Jul 2023
Speech
Transcript of Question & Answer Session , at the Economic Society of Australia (Qld) Business Lunch, Brisbane
https://www.rba.gov.au/speeches/2023/sp-gov-2023-07-12-q-and-a-transcript.html
Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…
18 May 2023
2015/16 Assessment of ASX Clearing and Settlement Facilities 3. Assessment of Clearing and Settlement Facilities against the Financial Stability Standards. 3.1 Introduction to the ASX Clearing and Settlement Facilities. The ASX Group operates four
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html
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
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 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