Search: Australian Government Securities
RBA Glossary definition for Australian Government Securities
Australian Government Securities – Include all securities issued by the Australian Government at tenders conducted by the AOFM (and by the Reserve Bank of Australia acting as agent for the Australian Government prior to 23 October 2006). They comprise Treasury bonds, Treasury notes, Treasury indexed bonds and, previously, Treasury adjustable rate bonds. These securities are issued either by tender or syndication.
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.
Search Results
Box D: Buybacks of Government Guaranteed Securities
7 Feb 2013
SMP
– February 2013
PDF
984KB
https://www.rba.gov.au/publications/smp/2013/feb/pdf/box-d.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
including the Australian Prudential Regulation Authority (APRA). In contrast, top-down (or ‘desktop’). ... residential mortgage-backed securities (RMBS), and selection bias in this sample (arising from.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Domestic Financial Conditions
5 May 2023
SMP
- May 2023
PDF
2572KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/03-domestic-financial-conditions.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
target for the 3-year yield on Australian Government Securities (AGS) of around 25 basis points; an. ... of economic uncertainty. In addition, the provision of government support such as JobKeeper.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.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
PDF
1465KB
on other economic variables. Numerous papers have applied these approaches to Australian data. ... 9 months, and 12 months, as well as yields on all outstanding nominal Australian Government.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
i.e. Australian Government securities (AGS)) fall noticeably – over 100 basis points in our sample. ... by November it had declined to almost zero. On 28 November, the Australian Government.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.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
systems make greater use of wholesale funding relative to others. For instance, the Australian,. ... minus total interest expense. AEA is the sum of total loans, total securities,.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
lowered short-dated Australian Government Securities (AGS) yields, but did not lower longer-dated. ... target for 3-year Australian Government Securities (AGS); and purchases under the bond purchase.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
of the Australian repo market (excluding repos with the RBA). Securities transactions data are. ... $5 billion in 2006.5 The majority of repos are collateralised by Australian Government securities.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf