Search: Treasury adjustable rate bonds

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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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The Efficiency of Central Clearing: A Segmented Markets Approach

1 Oct 2016 RDP 2016-07
James Hansen and Angus Moore
In line with these agreed reforms, Australian financial regulators have implemented mandatory central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015; ASIC 2015; Australian Treasury 2015). ... interest rate risk on a
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html

The Main Questions

1 Dec 1988 RDP 8812
Ian Macfarlane
The greater the degree of capital mobility, and the more fixed the exchange rate, the greater is the dependence of domestic bond rates on those in other countries. ... At one extreme, in the case of a credible fixed exchange rate system with capital
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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Appendix A: Zero-coupon Yields

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
Although we regard OIS rates as the closest available substitute for risk-free Treasury note yields, they are not Treasury notes – they are swap contracts as opposed to physical bonds or ... This linearity allows us to write the vector of bond prices
https://www.rba.gov.au/publications/rdp/2008/2008-09/appendix-a.html
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Macroprudential Limits on Mortgage Products: The Australian Experience

26 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
Comparing the middle and bottom panels makes clear that mortgage rates move fairly closely with the cash rate. ... given that the cash rate is a very strong determinant of mortgage rates.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html

Lending Behaviour

31 Dec 2013 RDP 2013-15
Chris Stewart, Benn Robertson and Alexandra Heath
b) Package loans only. (c) 1-year adjustable rate mortgages. (d) Floating rates and fixed rates of up to 1-year maturity. ... First, the bank would assume that it funds the loan with a liability with the same effective maturity, such as a 5-year
https://www.rba.gov.au/publications/rdp/2013/2013-15/lending-behaviour.html
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Appendix D: Data Sources and Definitions

31 Dec 2002 RDP 2002-06
David Gruen, Tim Robinson and Andrew Stone
Following Debelle and Laxton (1997), we construct an Australian equilibrium real 10-year government bond rate series,. , ... Then setting the nominal Australian bond rate, i. t. , equal to the sum of the Australian equilibrium real government bond rate,.
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
r. ). for all repo rates. r. To see this, suppose that there exists some repo rate such that. ... Australian Government Securities – The Australian Government issues Australian Government Securities (AGS) in the form of Treasury bonds, Treasury indexed
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
All levels variables are expressed in logs except: interest rates, bond market inflation expectations and the tariff rate series trf (which are expressed as decimals); together with the Southern Oscillation Index. ... Before 1993:Q1, difference between
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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Appendix C: Data Sources

1 May 1987 RDP 8703
Adrian Blundell-Wignall and Susan Thorp
R. =. Two year Treasury Bond yield, 3 month average over quarter. ... R. M3. =. M3 own rate: quarterly monthly weighted average of interest rates on M3 assets.
https://www.rba.gov.au/publications/rdp/1987/8703/appendix-c.html
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Appendix D: Data

1 May 1996 RDP 9601
David Gruen and Tro Kortian
New Zealand: 1 year interbank rate; Germany: 1 year treasury bond rate; Australia: 1 year interbank rate. ... US treasury bond rate; UK: linear interpolation of the 5 year gilt rate and 1 year interbank rate; NZ: 2 year government bond rate (from
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-d.html
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