Search: bill rate
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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Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
An alternative to measuring bilateral exchange rate volatility is to compare movements in effective exchange rates. ... A change to a more flexible exchange rate regime should, therefore, result in less volatility in interest rates and greater volatility
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
Loan Rate Stickiness: Theory and Evidence
31 Jan 2006
RDP
PDF
819KB
Nevertheless, there are observable interest rates which provide satisfactory proxies. These are the bank bill rate and the certificate of deposit rate (CD rate). ... This measure is a weighted average of the interest rates paid on fixed deposits over
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9206.pdf
VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
19 Nov 2012
RDP
PDF
785KB
comparison. Bill Rate - 90 day bank accepted bill yield on annual basis, mid-month,. ... FIGURE 14 90 DAY BILL RATE. Jun-86 Sep-86 Dec-86 Mar-87 Jun-87 0---------,-------T-------r--------.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8802.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
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
24. Figure 9: Funding Costs and Variable Lending Rates Spread to cash rate. ... Despite this, indicator lending rates remain strongly anchored to changes in the cash rate (Figure 10).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Do Financial Aggregates Lead Activity?: A Preliminary Analysis
19 Nov 2012
RDP
PDF
694KB
2. Credit is defined as lending by financial intermediaries plus bank bills outstanding. ... Strictly speaking, the most general of statistical tests would include the exchange rate as well as interest rates and financial aggregates.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8803.pdf
Consumer Payment Behaviour in Australia: Evidence from the 2019 Consumer Payments Survey
9 Sep 2020
RDP
PDF
1619KB
This high rate of acceptance is likely to partly reflect reductions in merchant acceptance fees over. ... b) Excludes transport card payments (see Section 8.3). (c) Excludes bill payments that are automatically withdrawn from a bank account (see Section 6
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-06.pdf
What Moves Yields in Australia?
1 Dec 2009
RDP
PDF
285KB
market, with the bill yield moving above the policy rate sometime before the first (and each subsequent) tightening (Figure 2). ... Once the bill yield eventuallyreturned to the target cash rate, however, it oscillated around this level for the nextyear
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9808.pdf
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
The Implementation of Monetary Policy in Australia
1 Dec 2009
RDP
PDF
190KB
15. Table 3: Interest-rate Changes and Market Interest Rates:Regression Results. 90-day bills 10-year bonds. ... 0. 10. 20. 30. 40. 50. 60. Pre-announcement Post-announcement30-day bill rate30-day bill rate.
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9703.pdf