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.
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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 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 Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
If high levels of debt cause households to reduce their spending, providing debt relief or easing financing constraints through lower interest rates or tax incentives may lift spending. ... 0. ), the nominal mortgage interest rate (i), the age of the
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program
7 Apr 2016
Research Workshop
PDF
464KB
Reserve Bank of Australia Research Workshop 2015: Quantitative Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2015/pdf/rba-workshop-2015-fisher-ramcharan-yu.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
The Effects of the Saving and Banking Glut on the U.S. Economy
12 Dec 2013
Research Workshop
PDF
640KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/justiniano-primiceri-tambalotti.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
In particular we consider two variants: the first assumes that AGS yields would have moved in line with those of US Treasury bonds; and the second constructs a counterfactual based on ... Target bond yields. 3-year OIS rate. Target bond yields. 3-year
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
so the rate of non-rounded implied interest rates is best considered as an extreme upper bound on. ... the rate of false positives. For example: interest rates could be renegotiated during the loan (and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
A. reduction of the policy interest rate stimulates investment by: increasing aggregate demand;. ... bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf