Search: Treasury adjustable rate bonds
RBA Glossary definition for Treasury adjustable rate bonds
Treasury adjustable rate bonds – Australian Government Securities with an adjustable interest/coupon rate, periodically reset according to movements in the Australian Bank Bill Swap Reference Rate. These securities are no longer issued by the Commonwealth Government.
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The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html
The Australian Financial System
8 Apr 2021
FSR
– April 2021
Despite this, the evidence for Australia is that lower rates do not have a meaningful impact on overall bank profitability. ... Endnotes. See Garner M and A Suthakar (2021), ‘Developments in Banks' Funding Costs and Lending Rates’, RBA.
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
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
The Global Financial Environment
6 Apr 2023
FSR
– April 2023
The Global Financial Environment | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/global-financial-environment.html
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
The Global Financial Environment
7 Oct 2022
FSR
– October 2022
Measures of implied (i.e. expected) volatility in US Treasury bonds are elevated, reflecting the combination of the highly uncertain outlook for interest rates and liquidity strains. ... and the reinvestment into peripheral country debt of the proceeds
https://www.rba.gov.au/publications/fsr/2022/oct/global-financial-environment.html
Box C: Interest Rate Risk in the Australian Financial System
10 Apr 2018
FSR
– April 2018
Higher interest rates reduce the value of fixed-rate bonds since future fixed coupon payments are effectively worth less, given the higher interest rate today. ... International Evidence on Interest Rates and the Choice of Adjustable Rate-Mortgages’,
https://www.rba.gov.au/publications/fsr/2018/apr/box-c.html
Financial Stability Review October 2015
15 Oct 2015
FSR
October 2015
PDF
1359KB
https://www.rba.gov.au/publications/fsr/2015/oct/pdf/1015.pdf
1. The Global and Macro-financial Environment
9 Oct 2023
FSR
- October 2023
PDF
917KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/01-global-financial-environment.pdf
The Global Financial Environment
20 Oct 2015
FSR
– October 2015
Similarly, corporate bond spreads have widened to be around historical averages, with spreads widening further for lower-rated bonds. ... markets – as well as increased interest rate risk mainly associated with Japanese banks' accumulation of
https://www.rba.gov.au/publications/fsr/2015/oct/global-fin-env.html