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.
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Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
Lower interest rates mean lower interest payments by borrowers to the extent that loans are at adjustable rates or can be refinanced. ... For instance, the redistribution to borrowers will be greater if debt contracts are at adjustable rates (Garriga,
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
When is a Housing Market Overheated Enough to Threaten Stability? | Conference – 2012
20 Aug 2012
Conferences
The relevant interest rate will be the rate at which builders can borrow, which will be correlated with, but not identical to, mortgage interest rates. ... With proper controls for shifting access to credit, income growth expectations, interest rates and
https://www.rba.gov.au/publications/confs/2012/muellbauer.html
Inflation: Performance and Policy | Conference – 1990
21 Jun 1990
Conferences
The possibility of divergence was, of course, predictable, given the changes in Australia's exchange rate system in 1983 from an adjustable peg to a floating rate. ... This occurs because interest rate changes generate an income effect (higher rates
https://www.rba.gov.au/publications/confs/1990/carmichael.html
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Low US interest rates (the federal funds rate was 1 per cent in 2003/04) following the tech bust, and the associated weakening in the US dollar from 2002. ... This transformation was made possible by the role of bond insurance and CRAs.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
Discussion on Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting? | Conference – 2004
9 Aug 2004
Conferences
paper and US Treasury notes are not perfect substitutes, so that their relative supplies affect their relative price, the exchange rate. ... Purchase of bonds: The supply of duration to any government bond market is fundamentally a treasury responsibility
https://www.rba.gov.au/publications/confs/2004/ito-disc.html
Demographic Change and Asset Prices | Conference – 2006
23 Jul 2006
Conferences
0.65. 0.65. 0.65. Relative total return bond/Treasury bill indices. Coefficient. 0.51. ... 0.39. 0.39. 0.39. Total bond – Treasury bill returns. Coefficient. 0.13.
https://www.rba.gov.au/publications/confs/2006/brooks.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
As Figure 2 also demonstrates, longer-term rates did not respond to the hikes in the cash rate, while Figure 3 illustrates how risk premia in business and corporate funding rates ... Second, more turnover occurs in the derivative markets than the
https://www.rba.gov.au/publications/confs/2011/davis.html
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
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