Search: securities
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
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The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
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862KB
2 A repo is an agreement between two parties under which one party sells a security to the. ... other, with a commitment to buy back the security at a specified time for a specified price.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
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1465KB
securities with at least 1 year to maturity. These are measured in a reasonably tight window of.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy
19 Nov 2012
RDP
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729KB
The unofficial cash rate is the instrument of monetary policy. When monetary policy is being tightened, for example, the Reserve Bank sells a quantity of government securities in the money market
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9009.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
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1715KB
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE. Gulnara Nolan, Jonathan Hambur and Philip Vermeulen. Research Discussion Paper. R DP 2023- 09. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Read me file for Confidence in Australian Banknotes
17 Dec 2019
RDP
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453KB
RDP 2019-12 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-12/rdp-2019-12-read-me.pdf
The Supervisory Treatment of Banks’ Market Risk
30 Nov 2009
RDP
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76KB
3 For the purposes of the calculation, offsetting positions in identical security issues are. ... risk) of a security or a. portfolio. Price sensitivity is greater for securities (or portfolios) with longer maturities and/orlower coupon rates.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf
Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
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1966KB
measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;. ... 18 series); interest rates and spreads (17); credit and money (14); debt securities outstanding (11);.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
READ ME FILE Title: Affine Endeavour: Estimating a Joint ...
22 Feb 2018
RDP
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312KB
Government Securities’). Cash rate forecasts:. o From Bloomberg (March 2000 to June 2005) and RBA Survey of Market Economists.
https://www.rba.gov.au/publications/rdp/2018/2018-02/rdp-2018-02-read-me.pdf
THE 1930'S AND THE 1980'S: SOME FACTS P.D. Jonson ...
23 Feb 2017
RDP
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1608KB
The rate on Australian government securities rose from the mid1920's to 1930/31, reflecting, at least towards the end of this period, declining confidence in the solvency of Australian government ... 23. Lamberton, D.M., Securities Prices and Yields
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8303.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
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1464KB
Index of equities over the past 15 years and the yield on 10-year Australian Government securities.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf