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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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Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. ... This paper provides and assesses an algorithm for extracting loan-level repo data from over-the-counter securities transactions data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
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Statistical Tables

10 May 2024 Statistics
Statistical Tables. This page lists statistical tables for a range of economic and financial data produced by the Reserve Bank of Australia and other organisations. These tables are subject to revisions and may be withdrawn or discontinued at any
https://www.rba.gov.au/statistics/tables/

Introduction for RDP 14: A Model of the Market for Australian Government Securities

1 Aug 1970 RDP 14
R.S. Deane
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1970/14.html

The Market for Commonwealth Government Securities

1 Nov 1980 RDP 8008
W.H. Evans and H.A. Rozenstein
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1980/8008.html

Inter-Govt Govt Inter- bank Govt Federal Treasury security Prime ...

2 May 2024 Statistics PDF 187KB
United States. F.14 International Market Interest Rates and Government Security YieldsPer cent per annum. ... The interbank lending rate and 10-year government security yields are sourced from Refinitiv.
https://www.rba.gov.au/statistics/tables/pdf/f14.pdf

Social Security, Debt Finance, and Savings

1 Sep 1980 RDP 8005
Jeffrey Carmichael and Kim Hawtrey
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1980/8005.html

Historical Data

13 Jun 2023 Statistics
This page provides links to historical data
https://www.rba.gov.au/statistics/historical-data.html

Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
risk) of a security or a portfolio. Price sensitivity is greater for securities (or portfolios) with longer maturities and/or lower coupon rates. ... The same cannot be said regarding vertical disallowances as the simulation process only includes one
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
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Appendix A. Model Specification for RBA76

1 Sep 1979 RDP 7904
John C. Taylor
ds. Real total value of private dwelling commencements. GSP. Face value of the public's holdings of Australian Government Securities. ... rate of excise duty, index. RFD. Maximum interest rate on fixed deposits of all trading banks, %. RGM. Theoretical
https://www.rba.gov.au/publications/rdp/1979/7904/appendix-a.html

Appendix A: The RBA79 model

1 Sep 1979 RDP 7903
P.D. Jonson and R.G. Trevor
RDP 7903: Monetary Rules: A Preliminary Analysis Appendix A: The RBA79 model. P.D. Jonson and R.G. Trevor. September 1979. Notes:. A subscript of zero indicates a constant, but no estimates are given since these terms are, in general,
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html