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31 Dec 2003
RDP
2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
The nominal cash rate is the quarter average of monthly data for the interbank overnight rate, for the period from July 1998 onwards, and for the 11am call rate, up to ... Constructed from RBA Bulletin Table ‘Advances Classified by Interest Rates’
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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31 Dec 2013
RDP
2013-07
Sean Langcake and Tim Robinson
We log-linearise around a deterministic steady state where the real exchange rate,. , ... Domestic goods gross rental rate. Tobin's Q in steady state is 1.
https://www.rba.gov.au/publications/rdp/2013/2013-07/appendix-b.html
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8 May 2020
SMP
– May 2020
Banks have passed through a large share of the recent reductions in the cash rate to retail deposit rates (Graph 4.15). ... Several lenders, including the major banks, announced a rise in rates on selected term deposits following the second reduction in
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html
16 Mar 2017
Bulletin
– March 2017
Belinda Cheung
This article updates previous Reserve Bank research on the ways in which developments in the composition and pricing of banks' debt funding have affected their overall cost of funds and influenced lending rates. Major banks' outstanding funding
https://www.rba.gov.au/publications/bulletin/2017/mar/5.html
24 Oct 2016
RBA Annual Report
– 2016
During 2015/16, the cash rate was equal to the Board's target on all days. ... In conjunction with these changes, the Reserve Bank also commenced publishing a Cash Rate Total Return Index (TRI).
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html
18 Nov 2015
Speech
Guy Debelle
Speech by Guy Debelle, Assistant Governor (Financial Markets) Benchmarks at the Bloomberg Summit, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-11-18.html
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
9 Aug 2019
SMP
– August 2019
Banks have passed through most of the reductions in the cash rate to housing interest rates and to retail deposit rates. ... As is typical, however, the interest rates on transaction accounts (which are close to zero) did not change following the
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
10 Mar 2012
Bulletin
– March 2012
Richard Finlay and David Olivan
OIS rates nonetheless provide a useful and simple source of data for estimating cash rate expectations out to one year. ... Financial markets provide a significant amount of information about expectations of the cash rate, risk-free rates and inflation.
https://www.rba.gov.au/publications/bulletin/2012/mar/6.html
31 Dec 2005
RDP
2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
s. De-trended real share accumulation index. i. Nominal cash rate. Neutral real cash rate. ... y. Real non-farm output. r. Real cash rate. p. m,trf. Tariff-adjusted import prices, measured in Australian dollars.
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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