Search: Australian Government Securities
RBA Glossary definition for Australian Government Securities
Australian Government Securities – Include all securities issued by the Australian Government at tenders conducted by the AOFM (and by the Reserve Bank of Australia acting as agent for the Australian Government prior to 23 October 2006). They comprise Treasury bonds, Treasury notes, Treasury indexed bonds and, previously, Treasury adjustable rate bonds. These securities are issued either by tender or syndication.
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA). ... We also employ many of the features included in other central banks' stress testing models, tailored to the
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
Calibrating this specific case is challenging, given the absence of historical experience with large forced sales for the two domestic securities that Australian banks have sizeable quantities of – Australian Government Securities ... Furthermore, we
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
Derived. TaxRate. Corporate tax rate. Australian Government. SpareCET1. Spare CET1 ratio available for dividends (per cent). ... security. It also ensures that banks are acting ‘rationally’ when they liquidate all their AGS before turning to other
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html