Search: USD
RBA Glossary definition for USD
USD – US dollar. Also referred to as US$.
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Relative to cash rate expectations, the gross return on USD swaps increased to 60 basis points. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
Sensitivity Analysis
13 Sep 2019
RDP
2019-09
Between 2016 and 2018, borrowing at the cash rate and lending into the repo market, the bank bill market, or foreign exchange swaps (JPY or USD), improved on baseline net returns ... As the creditworthiness of the borrower improves for swaps into USD,
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
Estimation Results
13 Sep 2019
RDP
2019-09
Relative to cash rate expectations, the gross return on USD swaps increased to 60 basis points. ... However, under our methodology, the net return of lending cash under USD swap remains close to zero.
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimation-results.html
Opportunity Cost of Money Market Lending
13 Sep 2019
RDP
2019-09
Figure 13: Return on Assets. Note: (a) Average of estimates for bank bills, repos and swaps into JPY and USD.
https://www.rba.gov.au/publications/rdp/2019/2019-09/opportunity-cost-of-money-market-lending.html
Estimating Funding Costs, Gross Returns and Net Returns
13 Sep 2019
RDP
2019-09
the Reserve Bank auction rate; (ii) Australian bank bills; and foreign exchange swaps where Australian dollars are lent against (iii) Japanese yen (JPY); and (iv) US dollars (USD). ... Specifically, it is the return earned from lending AUD against the
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimating-funding-costs-gross-returns-and-net-returns.html