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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The Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
In this sense, forward cash rates may exceed cash rate expectations by a ‘term premium’. ... Note that this term premium (which reflects compensation for interest rate risk) is conceptually distinct from that alluded to above when discussing spreads
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Bank bill rates also rose over this period, but not sufficiently to make investing in bills a profitable money market trade. ... 3-month). Bank bills. 3-month bank bill swap rate. ASX; RBA. Risk weights (w.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Developments in Banks' Funding Costs and Lending Rates
19 Mar 2015
Bulletin
– March 2015
This article updates previous Reserve Bank research on how developments in the composition and pricing of banks' funding have affected their overall cost of funding and the setting of lending rates. The main finding is that the spread between the
https://www.rba.gov.au/publications/bulletin/2015/mar/6.html
List of tables
10 Sep 2004
FSR
– September 2004
a). Better interest rate. 23.3. Better loan conditions. 25.1. Extension of loan period. ... 1.4. 0.7. Average spread (basis points). (a). 33. 28. 30. (a) Spreads are weighted averages of spreads above bank bill rates for the senior tranches of prime RMBS.
https://www.rba.gov.au/publications/fsr/2004/sep/tables.html
Financial Deregulation and the Monetary Transmission Mechanism
19 Nov 2012
RDP
PDF
718KB
This leads to an increase in cash rates, and subsequently to increases in other interest rates, such as the 90 day bank bill rate.3. ... i) Interest rates. Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9008.pdf
Interest Rate Swaps
1 Dec 1994
RDP
9409
Under the swap agreement the company will pay a fixed 12 per cent and receive the bank bill rate each calculated on a nominal principal of $10 million. ... the swap, and paying the bank bill rate on the loan, thereby giving a 12 per cent fixed rate.
https://www.rba.gov.au/publications/rdp/1994/9409/int-rat-swa.html
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The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
n-1 l n E rtj". j=O. 6. rate used was the six-month Treasury bill rate. ... two-period bill equals the current one-period bill rate plus a risk premium.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Developments in Banks' Funding Costs and Lending Rates
16 Mar 2017
Bulletin
– March 2017
This article updates previous Reserve Bank research on the ways in which developments in the composition and pricing of banks' debt funding have affected their overall cost of funds and influenced lending rates. Major banks' outstanding funding
https://www.rba.gov.au/publications/bulletin/2017/mar/5.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
operations.5. Bank bills as the average three-month bank bill swap rate. ... Bank bill rates also rose over this period,. but not sufficiently to make investing in bills a profitable money market trade.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf