Search: AGS
RBA Glossary definition for AGS
AGS – Australian Government Securities. Include all securities issued by the Australian Government at tenders conducted by the AOFM (and by the Reserve Bank of Australia acting as agent for the Australian Government prior to 23 October 2006). They comprise Treasury bonds, Treasury notes, Treasury indexed bonds and, previously, Treasury adjustable rate bonds. These securities are issued either by tender or syndication.
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Financial Conditions
6 Feb 2024
SMP
– February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html
Domestic Financial Conditions
6 Aug 2021
SMP
– August 2021
Graph 3.3. The AGS and semis markets have continued to function smoothly. ... Graph 3.6. Spreads between the yields on semis and AGS remained relatively low.
https://www.rba.gov.au/publications/smp/2021/aug/domestic-financial-conditions.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
for longer-term AGS yields, while any implementation effects were small and temporary. ... of purchases were announced, with an 80/20 split between AGS and semis.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Domestic Financial Conditions
5 Nov 2021
SMP
– November 2021
For longer-dated AGS, the increase in bid-offer spreads was more modest and short-lived. ... Demand has been strong at both AGS and semis auctions. Graph 3.8.
https://www.rba.gov.au/publications/smp/2021/nov/domestic-financial-conditions.html
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
AGS), although there is little market concentration in particular AGS. In 2006 repos open for one. ... windows the median absolute daily price change for AGS and state government-issued securities.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
AGS and semis are both included in the regulatory definition of high-quality liquid assets. ... AGS. i. 0. 0.12. 0.81. 0.22. Foreign (indicator). 0.72. Semis. i.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
it. –1. ) and securities to meet the funding run. Securities are either AGS (AC.AGS. ... Specifically, for X in AC.Cash , AC.AGS and AC.Semis:. (A85). R.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
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Domestic Financial Conditions
6 May 2021
SMP
– May 2021
Market conditions were strained as yields rose, but improved through March as long-term AGS yields settled (see below). ... The futures basis then narrowed a little as market conditions settled following the stabilisation in AGS yields.
https://www.rba.gov.au/publications/smp/2021/may/domestic-financial-conditions.html
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
Aus. 1976:Q3. 2020:Q3. FD. 5. 3-year Australian Government security (AGS) yield. ... RBA. Aus. 1992:Q3. 2020:Q3. FD. 6. 5-year AGS yield. RBA. Aus.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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