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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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International Interest Rate Linkages and Monetary Policy: The Case of Australia

19 Nov 2012 RDP PDF 1014KB
Jun. 19 88. U.S. bond rates Aust. bond rates 90-day bill rates Official cash rate $A/US$. ... where Rt is the long-term bond rate, p are rates of change of.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf

Appendix 1: Data

1 Jun 1992 RDP 9206
Philip Lowe and Thomas Rohling
90 day bank. bill rate. No rate is. available. Assume. earn market rates. ... Table R.2/17. “Lending and Borrowing Rates”. Item III 1(c) Building society mortgage loans, nominal rate.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
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Appendix

1 Dec 1989 RDP 8908
Ian Macfarlane and W.J. Tease
where,. S. =. log of the spot exchange rate;. i. =. 90-day Australian bank-bill rate; and. i. =. 90-day foreign Euro-rate. These equations were estimated on the basis of both ... where,. S. =. nominal exchange rate;. i. =. domestic 90-day bill rate;.
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey

21 Nov 2023 RDP PDF 2354KB
use deposit services, and a smaller share of people rate these as convenient relative to withdrawal. ... Bills(b) 28 22 33 35 29 33. Services 27 33 38 46 48 62.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-08.pdf

Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions

29 Dec 2022 RDP PDF 1886KB
the predicted short rate from a model of the term structure of interest rates that does not feature a lower bound. ... zero-coupon forward rates) to further purge the cash rate of variation that is anticipated by financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf

Box C: Interest Rate Risk in the Australian Financial System

10 Feb 2020 FSR April 2018 PDF 638KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/box-c.pdf

Changes in the Behaviour of Banks and Their Implications for Financial Aggregates

19 Nov 2012 RDP PDF 932KB
The top panel of the graph shows two interest rates: the 90-day bank bill yield (as an indicator of market rates), and the interest rate on trading bank fixed deposits. ... 4. Graph 1. % INTEREST RATES AND TRADING BANK BEHAVIOUR. 20-----------------------
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf

Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
c) Australian 3-month bank bill rate to zero-coupon yield. (d) Chicago Board Options Exchange, CBOE Volatility Index. ... a) Spread between Australian large business variable lending rate and 3-month bank bill rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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The Relationship between Financial Indicators and Economic Activity: 1968–1987

19 Nov 2012 RDP PDF 1761KB
Clearly, for most of the period, these rates move together. Accordingly, only one interest rate variable is used- the yield on 90-day bank-accepted bills (henceforth "the bill rate"). ... a) Interest Rates. Figure 4 shows the nominal bill rate and
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf

Appendix C: Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
bank lending is lending (including bills discounted) to the private sector by trading and savings banks;. ... the bill rate is the yield on 90-day bank-accepted bills of exchange;.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html
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