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
10 Sep 2008
FSR
– September 2008
adjusting for changes in accounting standards, is around the average of the past decade (Graph 18). ... compared with an average spread of less than 10 basis points in the first half of 2007 (Graph 30).
https://www.rba.gov.au/publications/fsr/2008/sep/aus-fin-sys.html
The Global Financial Environment
10 Mar 2009
FSR
– March 2009
3 per cent of their risk-weighted assets, up to a maximum of US$25 billion. ... These programs also allow banks to report higher regulatory capital ratios as they reduce the bank's risk-weighted assets.
https://www.rba.gov.au/publications/fsr/2009/mar/global-fin-env.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
The average daily value of property transactions in RITS increased to about $21 million in early March. ... For further discussion of these issues, see Cheshire J (2015), ‘Market Making in Bond Markets’, RBA.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
The Macroeconomic Environment
10 Mar 2004
FSR
– March 2004
by 22 per cent on a major-currency trade-weighted basis over the past two years (Graph 3). ... This largely reflects higher house prices, which have risen at an average annual rate of 12 per cent since 1996 (Graph 6).
https://www.rba.gov.au/publications/fsr/2004/mar/mac-env.html
Financial Intermediaries
10 Sep 2004
FSR
– September 2004
One issue that has attracted attention recently has been the level of banks' provisions. ... They are also more likely than the average mortgage to be interest-only loans.
https://www.rba.gov.au/publications/fsr/2004/sep/fin-intermed.html
Financial Intermediaries
10 Mar 2006
FSR
– March 2006
Pricing pressure is also evident in the business loan market, with the spread between the weighted-average variable rate paid by both small and large businesses and the cash rate continuing ... They also issue at a range of maturities, with the
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html
Financial Intermediaries
10 Sep 2005
FSR
– September 2005
Margins are also under pressure in business lending, where the spread between the weighted-average variable interest rate paid by both small and large business borrowers and the cash rate has ... The spread between bank bond yields and the swap rate
https://www.rba.gov.au/publications/fsr/2005/sep/fin-intermed.html
The Macroeconomic and Financial Environment
10 Sep 2004
FSR
– September 2004
Overall, forecasts compiled by Consensus Economics are for above-average growth in world GDP in both 2004 and 2005 (Graph 1). ... Business surveys report that the majority of firms expect trading conditions and profitability to remain above long-run
https://www.rba.gov.au/publications/fsr/2004/sep/mac-fin-env.html
Collateralised Debt Obligations in Australia
10 Sep 2005
FSR
– September 2005
If these securities, on average, have a relatively low credit rating, then this will lower the weighted-average credit rating of the tranches. ... than if the collateral pool had a lower default correlation or higher average credit quality.
https://www.rba.gov.au/publications/fsr/2005/sep/collateral-debt.html
The Australian Financial System
10 Mar 2009
FSR
– March 2009
Similarly, dividend yields for Australian banks are around 9.4 per cent, compared to a 10-year average of 4.9 per cent, consistent with recent indications that dividends are likely ... So far this year, spreads have narrowed a little, with domestic
https://www.rba.gov.au/publications/fsr/2009/mar/aus-fin-sys.html