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RBA Glossary definition for overnight loans

overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.

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The Interbank Overnight Cash Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Download the Paper 1,628. KB. Banks use the market for unsecured overnight interbank loans (IBOC market) to manage their liquidity. ... To overcome this deficiency, Brassil, Hughson and McManus (2016) developed an algorithm to extract loan-level
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-interbank-overnight-cash-market.html

A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
banking, financial markets, modelling, risk and uncertainty. The market for unsecured overnight interbank loans in Australia is a pivotal financial market; it is the first step in the transmission of monetary ... These results have broad applicability to
https://www.rba.gov.au/publications/rdp/2018/2018-01.html

Introduction

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Haldane (2009). The market for unsecured overnight interbank loans in Australia, known as the interbank overnight cash (IBOC) market, is a pivotal financial market. ... The average interest rate on these loans is the Reserve Bank of Australia's (RBA)
https://www.rba.gov.au/publications/rdp/2018/2018-01/introduction.html

A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

1 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Haldane (2009). The market for unsecured overnight interbank loans in Australia, known as the interbank overnight cash (IBOC) market, is a pivotal financial market. ... 2. The Interbank Overnight Cash Market. Banks use the market for unsecured overnight
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html

References

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Brassil A, H Hughson and M McManus (2016), ‘Identifying Interbank Loans from Payments Data’, RBA Research Discussion Paper No 2016-11. ... Wetherilt A, P Zimmerman and K Soramäki (2010), ‘The Sterling Unsecured Loan Market during 2006–08:
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html

Read me file for RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

1 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
RDP 2018-01 uses a loan-level dataset of interbank overnight cash market loans between 2005 and 2016. ... aggregateLoans.m – This function aggregates loan-level data. Available aggregation frequencies are quarterly, monthly, weekly, and daily.
https://www.rba.gov.au/publications/rdp/2018/2018-01/read-me.html

The Network Structure of the IBOC Market

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
a loan between Banks A and B). Links may also be either ‘weighted’ or ‘unweighted’. ... These banks are directly linked by, on average, around 420 directed loan relationships.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-network-structure-of-the-iboc-market.html

Numerical Analysis of Core/Periphery Estimators

14 Feb 2018 RDP 2018-01
Anthony Brassil and Gabriela Nodari
Given the superior performance of our estimator in both these numerical simulations and the earlier theoretical analysis, we use the DB estimator for our analysis of the Australian overnight interbank market. ... Footnotes. For a pair of banks, a link
https://www.rba.gov.au/publications/rdp/2018/2018-01/numerical-analysis-of-core-periphery-estimators.html