Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
Search Results
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Heightened demand for high-quality collateral is evident from the interest rate differential on collateralised loans across collateral types – rates for first-best collateral fall market-wide by over 100 basis ... face value of securities, and money
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 1 more results from "RDP 2021-01"
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
Now consider collateral or repo rates. Recall that the collateral rate (or repo rate) is the rate at which cash is lent against collateral for an agreed tenor. ... Analogous to a coiled spring, the larger the QE efforts the lesser the control central
https://www.rba.gov.au/publications/confs/2013/singh.html
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Caballero 1999). In structural macroeconometric models (e.g. Brayton and Tinsley 1996; Powell and Murphy 1997; Treasury 2001; Fair 2004) effects of
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
See 1 more results from "RDP 2019-01"
The Australian Repo Market Microstructure
15 Aug 2018
RDP
2018-09
Treasury bond ISINs tend to be favoured over other AGS ISINs, likely related to their long tenor and the large quantity on issue. ... Frequency refers to number of detected repos. Treasury bonds. Treasury indexed bonds.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html
See 1 more results from "RDP 2018-09"
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
of a wide variety of US bonds, rather than simply buying Treasuries as reserve managers looked for a store of value. ... rule. As growth spillovers are small, there is little knock-on to monetary policy rates and bond yields.
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.html
Is Our Current International Economic Environment Unusually Crisis Prone? | Conference – 1999
9 Aug 1999
Conferences
crisis. is the annual growth rate of real GDP at the crisis year. ... Fluctuations in Real GNP Growth Rates. Percentage points. Year. Crisis–(1). (Crisis)–Avg(5).
https://www.rba.gov.au/publications/confs/1999/bordo-eichengreen.html
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
Following Bagliano and Favero (1998), we then enrich our VAR with the 10-year Treasury constant maturity rate (ordered after the uncertainty dummy), and re-run our estimates. ... The aim of this counterfactual is to assess the role of systematic monetary
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
See 1 more results from "RDP 2017-06"
Appendix 1: Unit Root Tests
1 May 1995
RDP
9504
0.86. 1.89. 2.59. 2.69. 2.96. 4.42. Long-term bonds. 2-year treasury bonds. ... 1.06. 1.59. 1.68. 1.68. 1.82. 0.77. 5-year treasury bonds. 1.08. 1.54.
https://www.rba.gov.au/publications/rdp/1995/9504/appendix-1.html
See 2 more results from "RDP 9504"
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
Variable. Definition. Source. cr. t. Cash rate set at Board meeting in month t. ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10-year Treasury constant maturity, obtained from FRED; end-month value of month prior to
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
See 3 more results from "RDP 2020-01"
The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
Important responses to these pressures were the introduction of treasury note tenders in 1979 and bond tenders in 1982, replacing the previous systems of administered interest rates on these instruments. ... Secondly, abstracting from cyclical movements,
https://www.rba.gov.au/publications/confs/1996/edey-gray.html