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
International and Foreign Exchange Markets
10 Aug 2007
SMP
– August 2007
Many of the loans were adjustable-rate mortgages on which the interest paid in the first couple of years is relatively low, but is then subsequently adjusted upwards by as much ... For example, the yields on 10-year US Treasury bonds which rose by more
https://www.rba.gov.au/publications/smp/2007/aug/intl-fx-mkts.html
Statement on Monetary Policy - August 2007
24 Sep 2007
SMP
PDF
673KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2007/aug/pdf/0807.pdf
Statement on Monetary Policy - February 2009
12 Feb 2009
SMP
PDF
1922KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2009/feb/pdf/0209.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
Financial Conditions
6 Feb 2024
SMP
– February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html
List of tables
10 Aug 2015
SMP
– August 2015
0.2. 0.1. 0.2. (a) RBA estimates. Sources: ABS; RBA. Table 4.1: Long-term Bond Issuance by State Treasury Corporations. ... e) Weighted average of variable rate products. (f) Residentially secured, average of the major banks' advertised rates.
https://www.rba.gov.au/publications/smp/2015/aug/tables.html
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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