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RBA Glossary definition for bill rate

bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.

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Domestic Financial Markets

5 May 2016 SMP - May 2016 PDF 642KB
https://www.rba.gov.au/publications/smp/2016/may/pdf/domestic-financial-markets.pdf

Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts

19 Nov 2012 RDP PDF 1213KB
interest rate equation, occurs for the T-Bill rate in Period 23, when Model FE<. ... evaluated. For the T- Bill rate, Model F exhibits a break between Period 1 and.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8602.pdf

2023 Conference – Biographies of Presenters

30 Nov 2023 Conferences PDF 232KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-biographies.pdf

MEETING ON MONETARY ISSUES Reserve Bank of Australia Research ...

15 Oct 2014 RDP PDF 980KB
For instance in the June quarter of 1974 there was a 10 per cent differential between the bill rate and the other rates shown on Graph 3. ... of degree zero in all interest rates (the own rate, and bond and bill rates taken together).
https://www.rba.gov.au/publications/rdp/1985/pdf/rdp8502.pdf

Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

20 Nov 2009 Research Workshop PDF 727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf

Asset Securitisation in Australia

22 Sep 2004 FSR PDF 159KB
a) Spreads are weighted averages of spreads above bank bill rates for the senior tranches of prime RMBS. ... bill rate, with an average spread of around 35 basis points (Graph 5).
https://www.rba.gov.au/publications/fsr/2004/sep/pdf/0904-1.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

Bulletin December Quarter 2022

8 Dec 2022 Bulletin - December 2022 PDF 4585KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/bulletin-2022-12.pdf

Box B: The Greek Private Sector Debt Swap

3 May 2012 SMP - May 2012 PDF 454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.pdf

Macrofinancial Stress Testing on Australian Banks

13 Sep 2023 RDP PDF 1940KB
experience of the spread between the three-month bank bill swap rate and the cash rate during. ... a tight relationship between the unemployment rate and credit card loss rates during stress events.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf