Search: bond
RBA Glossary definition for bond
bond – In general terms, a bond is a statement of debt with a medium to long term to maturity at the time it is issued. The holder of a bond is a lender to the issuer. As such, the statement gives the issuer an obligation to provide the holder with an income payment and/or a stream of income payments over the life of the bond and to repay the principal. The risk that the issuer cannot fulfil their obligation varies from issuer to issuer and over time.
Search Results
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
In doingso, securitisation provides financial institutions with an additional method offinancing mortgages – in this case, through the issuance of mortgage-backed bondsrather than unsecured bonds or deposits. ... Securitised bonds backed by home
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Forthcoming in Economic Record December 1983 ECONOMIC FORECASTS AND ...
23 Feb 2017
RDP
PDF
762KB
AUSTRALIAN GOVERNMENT BOND RATE ENODECEMBER. 1978 1979 1990 1981 1982 1878-1981 10 YEAR BONDS 1982 1 5 YEAR BONDS. ... most extreme movement. For three years in a row all. forecasters underestimated the bond rate.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8302.pdf
Read me file for MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
22 Aug 2019
RDP
PDF
375KB
RDP 2019-07 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-07/rdp-2019-07-read-me.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
In September banks’ total bond issuance dropped to under a third of typical monthly issuance, and. ... in other countries), and a surge in bond issuance followed. The funding tightness is also evident from the rapid rise of Exchange Settlement Account
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Read me file for China's Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
440KB
RDP 2019-11 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-11/rdp-2019-11-read-me.pdf
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
PDF
173KB
Gagnon (1996) alsopresents direct evidence for this hypothesis from the spread between nominal andindexed bond yields. ... loweringlong-term inflation expectations implicit in bond yields down to the official targetrange for inflation.
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
2 Dec 2009
RDP
PDF
91KB
of a bond at the time of issue but also affects the value of the outstanding stock of previously issued bonds. ... bond on issue (sizei); and a dummy for US dollar-denominated (rather than European currency denominated) bonds (dollari).
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-02.pdf
Option Prices and Implied Volatilities: An Empirical Analysis
19 Nov 2012
RDP
PDF
536KB
options. 13. IMPLIED AND PREDICTED VOLATILITIES. Figure 1. 10 YEAR BONDS CALL OPTIONS. ... period. For bond and SPI options the figures for excess returns are smaller.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8902.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Spread Difference between the 10-year sovereign bond yield and the 3-month interest. ... 10-year government bonds and the short-term rate, tspread , as well as their interactions.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf