Search: bank accepted bill of exchange
RBA Glossary definition for bank accepted bill of exchange
bank accepted bill of exchange – A bank accepted bill of exchange is a bill of exchange that lists a bank as the acceptor of the bill. As an acceptor, a bank has a liability to pay the holder the face value of the bill at maturity. In certain circumstances, the liability is contingent on the borrower, or drawer, defaulting.
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Standard 5: Collateral | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
ASX Clear (Futures) considers the debt securities that it will accept as collateral – Australian Government and some semi-government securities, US Treasury bills, bank bills and negotiable certificates of deposit issued ... Since the eligible assets
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-05.html
Standard 6: Margin | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
For example, for 10-year bond futures relative to 90-day bank bill futures, a spread ratio of 1:4 and a concession rate of 40 per cent would mean that ... For the NZ 90-day bank bill traded on the New Zealand Futures & Options Exchange, an ad hoc run is
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-06.html
Standard 8: Settlement finality | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
For 90-day bank bill futures, ASX Clear (Futures) utilises the standard settlement process in Austraclear. ... For example, trading in the contract for 90-day bank accepted bills ceases on noon of the last trading day.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-08.html
Standard 7: Liquidity risk | Appendix A1.1 ASX Clear | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
at creditworthy commercial banks, committed lines of credit, committed foreign exchange swaps and committed repos, as well as highly marketable collateral held in custody and investments that are readily available and ... for repurchase with the Bank;
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear/standard-07.html
Standard 7: Liquidity risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
at creditworthy commercial banks, committed lines of credit, committed foreign exchange swaps and committed repos, as well as highly marketable collateral held in custody and investments that are readily available and ... for repurchase transactions with
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-07.html
Standard 4: Credit risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
Since ASX Clear (Futures) clears primarily transactions in exchange-traded futures and OTC IRS derivatives, the Bank does not consider that ASX Clear (Futures) is involved in activities with a complex ... 10-year bond, 3-year bond, 90-day bank accepted
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-04.html
Read me file
12 May 2023
RDP
2023-04
Money market spread – money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon forward rate prior ... VIX – US VIX, end-month value; obtained from Federal
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
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
Financial Developments
9 Mar 2023
RBA Annual Report
– 1980
Yields on bank accepted/endorsed bills rose by around 3.5 per cent over the year. ... There was very rapid growth in banks' commercial bill limits during 1979/80.
https://www.rba.gov.au/publications/annual-reports/rba/1980/financial-developments.html