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.
Search Results
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
others typically pay some spread above the cash rate (or expected future cash rates). ... evidence. In jurisdictions with a negative policy rate, retail deposit interest rates remained close to.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
Hence, bond prices (and therefore observed yields) depend on both expected futureshort rates and term premia. ... short rates separatefrom term premia, and so aid in the estimation of the actual short rate process.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
government bonds into expectations for real and nominal interest rates, expectations for inflation,. ... rates are below this neutral rate, and contractionary if above. Finally, inflation expectations.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Heightened demand for high-quality collateral is. evident from the interest rate differential on collateralised loans across collateral types – rates for. ... transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
b) Australian BBB corporate bond rate to 10-year Australian government bond yield. ... BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
r is the average real expected. variable mortgage rate, which Fox and Tulip estimated using 10-year fixed mortgage rates. ... government bond yield, cash is the cash rate, inflation is 10-year inflation compensation derived from indexed bonds.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
1. The Global and Macro-financial Environment
9 Oct 2023
FSR
- October 2023
PDF
917KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/01-global-financial-environment.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short. ... than the current short rate, short interest rates are expected to rise above.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Financial Stability Review October 2015
15 Oct 2015
FSR
October 2015
PDF
1359KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/1015.pdf