Search: Blackout Financial Instruments
RBA Glossary definition for Blackout Financial Instruments
Blackout Financial Instruments – Blackout Financial Instruments� include interest rate products (including but not limited to bonds, bills, notes, certificates of deposit and term deposits), shares, warrants, options, corporate bonds and foreign exchange (except for travel purposes), active investment choice modifications to any superannuation fund account, and the rolling over of superannuation funds into a complying fund.
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
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1310KB
Market Intelligence’s SNL Financial, which use strict criteria to ensure all variables are consistently. ... 2008 financial crisis is another factor that is likely to cause cross-country heterogeneity in the.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
References 28. 1. Introduction. Financial frictions can be important determinants of macroeconomic outcomes. ... 3. Accounting Standard on ‘Financial Instruments: Disclosures’ requires disclosures of non-remedied.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
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1938KB
Note also that, in Australia,. long-dated OIS rates are priced based on the prevailing rates on two other types of financial instruments: standard. ... An F-test on the instrument equation rejects the null of weak instruments at the 1 per.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
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1886KB
financial conditions. This proxy has been constructed with the purpose of measuring monetary policy. ... zero-coupon forward rates) to further purge the cash rate of variation that is anticipated by financial.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
much of the decline in Australian neutral rates following the global financial crisis (McCririck and. ... of the financial sector (RBA 2014). 3. The Literature through the Lens of Banks’ Balance Sheets.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Consumption, Investment and International Linkages
1 Dec 2009
RDP
PDF
171KB
Therefore we use as instruments for yt, variables which arecorrelated with yt but not with δt. ... Good explanatory powerof the instruments may be associated with higher endogeneity, thus reducing their value.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9512.pdf
Understanding the Flattening Phillips Curve
30 Sep 2008
RDP
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317KB
information (the instruments).12,13 Inpractice, there are several issues with GMM estimation, such as the choice ofan appropriate instrument set and lag length to be used in the calculation ofrobust ... Instruments: constant, πt1 to. πt4, lags 1–2 of
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-05.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
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1706KB
In the lead up to the. global financial crisis (GFC), the unemployment rate declined steadily for a number of years. ... changes in trend labour. productivity and financial frictions), so it is possible that the model estimates are still affected by.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
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2622KB
They are the first. resort for financial institutions (henceforth loosely termed ‘banks’) wishing to manage the day-to-. ... entities active in the Australian financial system.15 Its records capture every debt-security movement.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
note that the absence of instrument independence and the nature of accountability mechanisms. ... stance of monetary policy when many instruments are used to adjust monetary conditions.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf