Search: bill rate
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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Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
A bank earns income credits on balances held to satisfy these obligations, at a rate linked to short-term market rates. ... rate, in a competitive market expected future rates should align with the policy objective.
https://www.rba.gov.au/publications/confs/2008/hilton.html
The Cross-country Relationship between Interest Rates and Inflation over Three Decades
6 Jul 2007
RDP
PDF
928KB
Italy. Japan. 1961-1973: 12 month Treasury bill rate (MEI/OECD Financial Statistics). ... Canada As above. Ireland As above. Italy Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9104.pdf
Financial Stability in a Low Interest Rate Environment: An Australian Case Study | Conference – 2017
16 Mar 2017
Conferences
In a low interest rate environment, market segments that were particularly sensitive to incentives set by the level of interest rates, such as borrowers with interest-only loans, were understood to ... In addition, the capital flows attracted by higher
https://www.rba.gov.au/publications/confs/2017/ellis-littrell.html
Appendix B: Data
3 Jan 2023
RDP
2022-09
Louis, FRED database (identifier GDPC1). Federal funds rate. Effective federal funds rate, %, quarterly average. ... Percentage point difference between the 3-month bank-accepted bill rate and a 3-month risk-free interest rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
At least since 1987,during periods when the cash rate was falling, bill rates tended to lie below the cashrate, while during periods when the cash rate was rising, bill rates ... 3. -2. -1. 0. 1. 2. 3. Cash rate. 90-day bank bill rate - cash rate.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
The Stance of Monetary Policy in a World of Numerous Tools
20 Oct 2020
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the IFR Australia DCM Roundtable Webinar, Online
https://www.rba.gov.au/speeches/2020/sp-ag-2020-10-20.html
Charts
1 Mar 1992
RDP
9203
Chart 2. 3-Month Interest Rates Differentials – on-shore deposits minus off-shore deposits. ... Chart 3. Covered Interest Disparities Using Treasury Bill Rates. Chart 4.
https://www.rba.gov.au/publications/rdp/1992/9203/charts.html
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The Main Questions
1 Dec 1988
RDP
8812
0.41. 0.89. 0.46. 90-day bill rates. 2.21. 2.06. 1.04. Official cash rate. ... At the other extreme, if there is zero capital mobility, foreign interest rates have no impact on the domestic rate.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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The Evolving Structure of the Australian Financial System
7 Dec 2006
Conferences
PDF
118KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/edey-gray.pdf
Appendix: Data Sources and Methods
1 Aug 1988
RDP
8805
Data for real interest rates are calculated by deducting the year-ended change in the Consumer Price Index from the nominal bill rate. ... Bulletin. and Database. As for the 90-day bill rate, quarterly data are the average of monthly figures.
https://www.rba.gov.au/publications/rdp/1988/8805/appendix.html
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