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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Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
Banks’ use of interest rates to target credit growth has been less studied. ... controls, given that the cash rate is a very strong determinant of mortgage rates.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Comparing the middle and bottom panels makes clear that mortgage rates move fairly closely with the cash rate. ... given that the cash rate is a very strong determinant of mortgage rates.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
Financial Conditions and Downside Risk to Economic Activity in Australia
23 Mar 2021
RDP
2021-03
Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR). ... 2020:Q3. FD. 14. 3-year Treasury bond (TB) yield. FRED. US. 1959:Q3.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
asset prices, credit, money, interest rates and the exchange rate. Subsequently, many policy. ... unemployment rate which is, as expected, positive). However, among the other measures of.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Heightened demand for high-quality collateral is evident from the interest rate differential on collateralised loans across collateral types – rates for first-best collateral fall market-wide by over 100 basis ... face value of securities, and money
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Heightened demand for high-quality collateral is. evident from the interest rate differential on collateralised loans across collateral types – rates for. ... transactions. 1 The TED spread is between the 3-month LIBOR based on USD and the 3-month US
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
Variable. Definition. Source. cr. t. Cash rate set at Board meeting in month t. ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10-year Treasury constant maturity, obtained from FRED; end-month value of month prior to
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
b) Australian BBB corporate bond rate to 10-year Australian government bond yield. ... BAA corporate and 10-year Treasury bond yields to explore the role of credit market shocks for the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
China's Evolving Monetary Policy Framework in International Context
9 Dec 2019
RDP
2019-11
financial markets, interest rates, mining, monetary policy, money, open economy. China's monetary policy framework has evolved considerably over the years. ... arrangements. Fourth, our empirical analysis of monetary policy transmission points to both
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
5.2.5 Impact of monetary policy shocks on the bond market 39. ... underwrite treasury bonds and other government securities’. Article 30 further extends the prohibition on deficit.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf