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.
Search Results
Appendix D: The Measurement of Subprime Mortgage Lending
31 Dec 2013
RDP
2013-05
For example, to calculate the interest rate spread on an adjustable-rate mortgage (ARM) with a contract maturity of 30 years, the HMDA uses the interest rate on a 30-year ... Treasury bond even though the interest rate on the loan may actually be priced
https://www.rba.gov.au/publications/rdp/2013/2013-05/appendix-d.html
The Global Financial Environment
10 Mar 2009
FSR
– March 2009
points in the equivalent government bond yield, and variable rates have fallen by significantly less than the fall in the policy rate. ... Though the initial rise in US housing loan arrears mainly reflected sub-prime mortgages – particularly
https://www.rba.gov.au/publications/fsr/2009/mar/global-fin-env.html
Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf
Financial Stability Review
10 Feb 2020
FSR
April 2018
PDF
2840KB
https://www.rba.gov.au/publications/fsr/2018/apr/pdf/financial-stability-review-2018-04.pdf
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
9 Jul 2019
RDP
PDF
2076KB
Australian Treasury, the Deakin University Centre for Banking and Financial Stability Workshop, the. ... This standard interest. rate is adjusted for average discounts and any reported refinancing by the household.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-06.pdf
The Global Financial Environment
10 Sep 2007
FSR
– September 2007
As discussed in the previous Review, there has been a marked increase in the delinquency rate on sub-prime mortgages, particularly those with adjustable interest rates, since the middle of 2005. ... According to data from the Mortgage Bankers Association,
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
Financial Stability Review - March 2009
17 Apr 2009
FSR
- March 2009
PDF
1621KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/0309.pdf
Liquidity Shocks and the US Housing Credit Crisis of 2007–2008
2 Feb 2015
RDP
PDF
756KB
both the safereal interest rate and the quality of potential borrowers’ (p 207). ... Securitised bonds backed by home mortgages are known as ‘residential mortgage-backed securities’ (RMBS).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-05.pdf
Bulletin December Quarter 2021
9 Dec 2021
Bulletin
- December 2021
PDF
3608KB
https://www.rba.gov.au/publications/bulletin/2021/dec/pdf/bulletin-2021-12.pdf
Financial Stability Review – March 2008
9 Apr 2008
FSR
– March 2008
PDF
542KB
https://www.rba.gov.au/publications/fsr/2008/mar/pdf/0308.pdf