Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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The Global Financial Environment
10 Sep 2007
FSR
– September 2007
In the United States, corporate bond spreads have widened across all credit grades and are now around their highest levels in several years (Graph 10). ... They are, however, still below the peaks reached in 2002, and the level of corporate bond yields
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In September banks' total bond issuance dropped to under a third of typical monthly issuance, and by November it had declined to almost zero. ... Collateral holdings and counterparty risk are at the bank level, with banks indexed by i, which is replaced
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Business and Household Finances
25 Sep 2013
FSR
September 2013
PDF
572KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/bus-house-fin.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
indexed bonds, although this time series is not long enough to include in ourestimation. ... Indexed bonds. Melbourne Institute (median). Underlying inflation. 1997199319891985198119771973196919651961. In the first alternative specification, the model is
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Change from 18 December 1990. 10-year bond. 10-year bond. Cash rate. ... 4.1 The Real Bond Yield Fundamentals in Brief. I begin with of.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf
Appendix D: Data Sources and Definitions
31 Dec 2002
RDP
2002-06
For the period from 1993:Q1 onwards we use the difference in the yield between a 10-year government bond and an indexed bond of comparable maturity. ... Australian Treasury capital-indexed bond yields are from Bloomberg (screen: ILB). An annual series
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Households in the world economy may invest in their own and Australian nominal bonds. ... In addition, wage changes may be indexed to a combination of previous period's sectoral wage growth Π.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
The liquidity supplied to the repo market successfully lowered the repo rate relative to indexed swaps. ... Australian Government Securities – The Australian Government issues Australian Government Securities (AGS) in the form of Treasury bonds,
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
Secondly, it continues to include norational (model-consistent) expectations, although a forward-looking componentof inflation expectations is allowed for through the inclusion of bond marketinflation expectations in the model’s unit ... c,h,exGSTt )/4
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
Financial Stability Review
27 Apr 2020
FSR
- April 2020
PDF
1210KB
https://www.rba.gov.au/publications/fsr/2020/apr/pdf/financial-stability-review-2020-04.pdf