Search: Australian Government Securities
RBA Glossary definition for Australian Government Securities
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.
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
Search Results
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
This is the approach most commonly used by prudential regulators, including the Australian Prudential Regulation Authority (APRA). ... We also employ many of the features included in other central banks' stress testing models, tailored to the
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Liquid assets over total assets. The ratio of cash, liquid assets and securities expressed as a percentage of ATA. ... and the spread between the yield on 10-year government bonds and the short-term rate, spread.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
since June 1998. Australian Government Securities – The Australian Government issues Australian Government. ... Government Securities or CGS. Exchange Settlement Account – An account held at the Reserve Bank by financial institutions to.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
profitability of Australian banks has likely been less adversely affected than what the international. ... Australia, I’ll structure my discussion around the various components of Australian banks’ balance.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
These channels are likely to be small in Australia, as Australian banks' holdings of fixed-income securities in their trading books amount to only 3 per cent of their assets (RBA ... From Brassil et al (2022), period t lending rates in the Australian
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 Apr 2023
RDP
2023-04
the case of unconventional policy, on the supply of government bonds – ‘Premia’ shocks. ... outstanding nominal Australian Government securities with at least 1 year to maturity.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
risks is also essential for other policymakers, such as prudential regulators and governments, who. ... measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
In 1987 these merged to form. the Australian Stock Exchange (now the Australian Securities Exchange, or the ASX). ... temporary. Figure 1: Australian Financial Markets. Securities outstanding, per cent of GDP.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
THE 1930'S AND THE 1980'S: SOME FACTS P.D. Jonson ...
23 Feb 2017
RDP
PDF
1608KB
The rate on Australian government securities rose from the mid1920's to 1930/31, reflecting, at least towards the end of this period, declining confidence in the solvency of Australian government ... Current account deficits were financed by large
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8303.pdf
The Model
22 Nov 2016
RDP
2016-07
This makes margin costly. This is a realistic feature because CCPs only take high-quality assets to meet margin requirements, typically cash and government bonds. ... handling the default of HanMag Securities in 2014 (although this was a futures default,
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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