Search: weighted average issue yield

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RBA Glossary definition for weighted average issue yield

weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.

RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

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Measuring Core Inflation in Australia with Disaggregate Ensembles | Conference – 2009

17 Aug 2009 Conferences
Francesco Ravazzolo and Shaun P Vahey
The ‘Trimmed mean’ is calculated by ordering all the CPI components by their price change in the quarter and taking the expenditure-weighted average of the middle 70 per cent of ... Annual rates of ‘Weighted median’ and ‘Trimmed mean’
https://www.rba.gov.au/publications/confs/2009/ravazzolo-vahey.html

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf

Notes to and Forming Part of the Financial Statements

19 Oct 2023 RBA Annual Report – October 2023
Australian banknotes on issue. Banknotes on issue are a financial liability recorded at face value. ... The weighted average duration of the defined benefit obligation for RB Super is 16 years (17 years at 30 June 2022).
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html

3.3 Risk Management

19 Oct 2023 RBA Annual Report – October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html

List of tables

10 Sep 2006 FSR – September 2006
b) Weighted using market exchange rates. Sources: CEIC; Consensus Economics; IMF; RBA; Thomson Financial. ... Four largest banks, annual average value-at-risk, per cent of shareholders' funds.
https://www.rba.gov.au/publications/fsr/2006/sep/tables.html

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
3.0. (a) Based on highly rated Australian dollar-denominated corporate bond yields. ... The weighted average duration of the defined benefit obligation for RB Super is 17 years (20 years at 30 June 2021).
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

Designing Inflation Targets

7 Dec 2006 Conferences PDF 120KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/haldane.pdf

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
The weighted-average benchmark duration target for the Banks total foreign portfolio was unchanged over 2021/22 at 6 months. ... Arrangements are in place to ensure staff are comfortable reporting concerns across a range of issues.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.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