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Box C: Interest Rate Risk in the Australian Financial System

10 Apr 2018 FSR – April 2018
Higher interest rates reduce the value of fixed-rate bonds since future fixed coupon payments are effectively worth less, given the higher interest rate today. ... rate applied to them), but erodes the value of their fixed income assets.
https://www.rba.gov.au/publications/fsr/2018/apr/box-c.html

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
The market value of fixed-coupon securities already held by banks will also change as interest rates change, leading to two channels through which lower interest rates could affect the banking ... channel is not a feature of US and some European
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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GDP-linked Bonds

15 Sep 2016 Bulletin – September 2016
Joel Bowman and Philip Naylor
A GDP-linked bond is a debt security with repayments that are linked to the issuing country's GDP. These securities have recently attracted some attention, including within the Group of Twenty (G20), in the context of discussions about possible ways
https://www.rba.gov.au/publications/bulletin/2016/sep/8.html

Statement on Monetary Policy

10 Aug 2003 Bulletin – August 2003
This is mainly because some of these countries have exchange rates which are directly fixed to, or closely managed against, the US dollar. ... In the context of a fixed exchange rate, implied volatility largely reflects the expectations of an upward or
https://www.rba.gov.au/publications/bulletin/2003/aug/1.html

1950 to 1980: Regulation and Transition Towards Private Issuers

31 Dec 2012 RDP 2012-09
Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams
Higher inflation and less favourable macroeconomic conditions in the 1970s made fixed-coupon corporate debt securities a less attractive investment option and private corporations consequently scaled back issuance during this period.
https://www.rba.gov.au/publications/rdp/2012/2012-09/regulation-transition-towards-private-issuers.html

International and Foreign Exchange Markets

10 May 2009 SMP – May 2009
In March, the ECB announced that it would continue to provide as much domestic liquidity as demanded through fixed-rate auctions, until at least the end of 2009. ... In a bid to increase efficiency, North American standardised CDS contracts will require
https://www.rba.gov.au/publications/smp/2009/may/intl-fx-mkts.html

Recent Developments in the Semi-government Bond Market

25 Jan 2024 Bulletin – January 2024
Sam Batchelor and Maddie Roberts
The market for Australian state and territory government bonds is often referred to as the market for ‘semis’.
https://www.rba.gov.au/publications/bulletin/2024/jan/recent-developments-in-the-semi-government-bond-market.html

Sectoral Trends in Funding Patterns in the Australian Economy | Submission to the Financial System Inquiry – March 2014 | Financial Sector…

1 Mar 2014 Submissions
The remaining third of lending is at rates that are generally fixed for between one and five years. ... Second, debt and equity finance provided by professional investors involve costly risk assessments, with associated sizeable fixed costs.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sectoral-trends-in-funding-patterns.html