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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List of tables
10 Nov 2008
SMP
– November 2008
1.22. Other security. 11.10. 0.68. 1.26. Average actual rate. (b). 9.46. ... Average actual bill rate. (b). 7.52. 0.91. 0.43. (a) Reduction of cash rate on 4 November not included.
https://www.rba.gov.au/publications/smp/2008/nov/tables.html
Appendix B: The Loan Rate and Instrumental Variables
1 Jul 1992
RDP
9208
The loan rate:. lags of the loan rate;. expected inflation;. the 90 day bank bill rate;. ... all banks' capital;. a time trend. The spread between the loan rate and other interest rates:.
https://www.rba.gov.au/publications/rdp/1992/9208/appendix-b.html
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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
Appendix: Data Sources and Methods
1 Nov 1990
RDP
9008
Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA Bulletin, Table F.1, various issues. ... The monthly growth rates of credit were adjusted in the month of each break.
https://www.rba.gov.au/publications/rdp/1990/9008/appendix.html
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2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
monetary policy to lending rates when the level of the policy rate is low. ... Figure 8: Cash Rate Pass-through to Banks' Lending Rates. Source: Brassil, Major and Rickards (2022).
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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List of tables
10 Feb 2009
SMP
– February 2009
Table 10: Intermediaries' Variable Lending Rates. Per cent. Level at. end Jan 2009. ... Average actual bill rate. (a). 5.10. 2.55. 3.28. 1.99. (a) RBA estimate.
https://www.rba.gov.au/publications/smp/2009/feb/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
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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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