Search: weighted average issue yield
RBA Glossary definition for weighted average issue yield
weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.
RBA Glossary definition for yield
yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.
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The Australian Financial System
20 Apr 2016
FSR
– April 2016
Higher spreads on wholesale funding have not affected average deposit rates to date, despite some impact on wholesale term deposit costs. ... The decline in profitability reflected reduced investment income because of lower bond yields and deteriorating
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
The Global Financial Environment
10 Mar 2012
FSR
– March 2012
Yields on Italian and Spanish 2-year government bonds have declined by about 4 and 2 percentage points, respectively, since mid December. ... of issuance since 2011, compared with an average of about 25 per cent over 2007–2010.
https://www.rba.gov.au/publications/fsr/2012/mar/global-fin-env.html
The Global Financial Environment
20 Apr 2016
FSR
– April 2016
Around the beginning of 2016 equity prices fell and spreads on corporate bonds rose while sovereign bond yields declined (Graph 1.2). ... This was mainly achieved through lower risk-weighted assets as well as higher retained earnings for banks that
https://www.rba.gov.au/publications/fsr/2016/apr/global-fin-env.html
The Australian Financial System
10 Mar 2010
FSR
– March 2010
Average default probability estimates for residential mortgages have increased only very slightly and remain around 1 per cent. ... The heightened competition for deposits has added to banks' average funding costs relative to the cash rate.
https://www.rba.gov.au/publications/fsr/2010/mar/aus-fin-sys.html
Credit Quality in the Australian Non-Government Bond Market
10 Mar 2004
FSR
– March 2004
About 60 per cent of outstandings are rated AAA, while less than 5 per cent are rated below A; the weighted-average rating is AA (Graph 1). ... As a result, the average credit rating of outstanding bonds issued by non-financial companies, at AA, is
https://www.rba.gov.au/publications/fsr/2004/mar/credit-quality-aus-non-gov-bond-mkt.html
The Australian Financial System
4 Oct 2019
FSR
– October 2019
These issues have particularly affected individual disability income insurance (DII), which accounts for much of the recent decline in profits. ... High levels of capital – equivalent to 1.8 times the prescribed amount – will also support insurers
https://www.rba.gov.au/publications/fsr/2019/oct/australian-financial-system.html
The Australian Financial System
10 Sep 2009
FSR
– September 2009
43). Similarly, banks' dividend yields have fallen to average around 5 per cent, after peaking at just under 10 per cent in January, with this fall reflecting both higher share prices ... In recent months, the average tenor of new bond issues has been
https://www.rba.gov.au/publications/fsr/2009/sep/aus-fin-sys.html
The Global Financial Environment
10 Sep 2008
FSR
– September 2008
In the United States, a critical issue is the future role of the GSEs. ... A more general issue identified by the FSF is the inherent pro-cyclicality of the financial system.
https://www.rba.gov.au/publications/fsr/2008/sep/global-fin-env.html
The Australian Financial System
20 Oct 2016
FSR
– October 2016
Banks continued to issue a large share of T2 instruments into offshore markets, maintaining a more diversified investor base. ... Total superannuation assets grew at an annualised rate of nearly 5 per cent over the first half of 2016, somewhat below the
https://www.rba.gov.au/publications/fsr/2016/oct/aus-fin-sys.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
The buybacks had the effect of moderately increasing the weighted average maturity of the Australian banks' outstanding wholesale debt, because those bonds were mostly maturing in 2014. ... There was, however, a moderate fall in their investment income,
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html