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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Appendix A: – The Canadian Securitisation Market | Submission to the Inquiry into Competition in the Banking and Non-Banking Sectors – July …
10 Jul 2008
Submissions
Hence, even though CMB yields (Graph A2) have declined by about 90 basis points (in comparison to a 120 basis point fall in Canadian 5-year Treasury bond yields), households' ... not had a significant impact on mortgage rates during the recent capital
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-in-banking-and-non-banking-sector/appendix-a.html
Competition, Efficiency and Innovation in Banking | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
And the entry of foreign banks in the online deposit market saw deposit rates increase relative to the cash rate. ... Interest rates on credit cards have continued to increase relative to the cash rate in recent years.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/competition-efficiency-and-innovation.html
The Regulatory Response to the Global Financial Crisis | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
Bail-in can, in principle, be applied to any unsecured debt instrument, including (uninsured) deposits, bonds, commercial paper, derivative obligations and trade credits. ... That said, a number of commentators consider that corporate bond markets have
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/regulatory-response-to-the-global-financial-crisis.html
Developments and Innovation in the Payments System | Submission to the Financial System Inquiry – March 2014 | Financial Sector |…
1 Mar 2014
Submissions
In practice, the schemes have set a large number of different interchange fee rates for different types of transactions, with the weighted average interchange rate subject to the benchmark. ... typically flow to the issuer, the highest rate being 5 cents
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/developments-and-innovation.html
Some Other Prudential Supervision Issues | Submission to the Financial System Inquiry – 6 September 1996 | Financial Sector | Submissions
6 Sep 1996
Submissions
When the exchange rate was floated in December 1983, only the existing 14 trading banks were authorised. ... But, neither have there been problems in the bond market where no such authorisation process exists.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-1996/some-other-prudential-supervision-issues.html
The Impact of Hedge Funds on Financial Markets
23 Feb 2001
Submissions
PDF
55KB
This paper found that hedge funds’ estimatedshort positions in Asian currencies did not seem to be correlated with movements inexchange rates. ... The authors regress monthly changes in the exchange rate on the estimated long/short exposuresof ten
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-international-financial-markets-effects-on-govt-policy/pdf/impact-hedge-funds-on-financial-markets-1999.pdf
Housing Finance | Submission to the inquiry into Competition in the Banking and Non-Banking Sectors – July 2008 | Financial Sector |…
10 Jul 2008
Submissions
Similarly, money-market interest rates have tended to move broadly in line with the cash rate. ... 40 basis points, with spreads on adjustable-rate mortgages increasing by considerably more than this.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-competition-in-banking-and-non-banking-sector/housing-finance.html
The Impact of Hedge Funds on Financial Markets – June 1999 | Financial Sector | Submissions
1 Jun 1999
Submissions
The authors regress monthly changes in the exchange rate on the estimated long/short exposures of ten macro hedge funds. ... Movements in share prices, interest rates and capital values of emerging market debt (e.g.
https://www.rba.gov.au/publications/submissions/financial-sector/inquiry-international-financial-markets-effects-on-govt-policy/impact-hedge-funds-on-financial-markets-1999.html
Appendix 2: Leverage and Financial Markets | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
Suppose the current AUD/USD exchange rate is US68 cents for one AUD, US interest rates are 4.5 per cent, Australian rates are 5.5 per cent, and an investor ... The haircuts involved on repos in emerging market securities are larger than those on Treasury
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-2.html
Hedge Funds, Financial Stability and Market Integrity
14 May 2002
Submissions
PDF
86KB
While other institutions, such as investment banks, securities firms and corporate treasuries,can also take extremely large positions, they have not, in general, employed the same type oftrading strategies used by ... bond,and a short position in another
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/pdf/hedge-funds-financial-stability-and-market-integrity.pdf