Search: bond
RBA Glossary definition for bond
bond – In general terms, a bond is a statement of debt with a medium to long term to maturity at the time it is issued. The holder of a bond is a lender to the issuer. As such, the statement gives the issuer an obligation to provide the holder with an income payment and/or a stream of income payments over the life of the bond and to repay the principal. The risk that the issuer cannot fulfil their obligation varies from issuer to issuer and over time.
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List of tables
10 Mar 2005
FSR
– March 2005
27.5. 22.4. 8.9. 58.8. Domestic bonds. 1.5. 0.9. 0.3. 2.7. 6.1. ... 2.5. 3.9. Offshore bonds. 9.9. 10.2. 0.0. 20.1. 19.7. 13.4. 2.6.
https://www.rba.gov.au/publications/fsr/2005/mar/tables.html
Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
Before 1993:Q1, difference between the yield on a 10-year government bond and an estimated equilibrium 10-year real interest rate. ... Sources: Australian 10-year government bond yield available from Reserve Bank of Australia Bulletin, Table F.2;
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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Motivation and Data
31 Dec 2001
RDP
2001-03
This period was characterised by falling bond prices and more volatile financial markets in general. ... By contrast, the bond and stock markets rallied during most of this period.
https://www.rba.gov.au/publications/rdp/2001/2001-03/motivation-and-data.html
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China's Evolving Monetary Policy Framework in International Context
9 Dec 2019
RDP
2019-11
arrangements. Fourth, our empirical analysis of monetary policy transmission points to both similarities and differences: while policy rates now have a larger effect than monetary aggregates on output and bond yields,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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Appendix D: 25 Largest Movements in Yields During 15-minute Intervals
1 Jul 1998
RDP
9808
Table D7: Number of Times Each News Item Contributes to the 25 Largest Movements in Bill and Bond Yields (15-minute Intervals). ... 25. 75. Bond yields. Episode I. Episode II. Episode III. Total.
https://www.rba.gov.au/publications/rdp/1998/1998-08/appendix-d.html
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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
such as the yield curve targeting and bond purchase programs used during the COVID-19 pandemic. ... corporate bond spread (BAA). These variables are motivated by Bauer and Swanson (2021, 2022).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... A measure based on high-frequency changes in bond yields based on a 90-minute window around
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. R D P 2018- 09. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Resilience of the Australian Financial System
6 Oct 2023
FSR
– October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html