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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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
relatively high sensitivity of housing investment to changes in interest rates (e.g. ... t. is the price level; S. t. is the nominal exchange rate; ψ.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
Appendix A: Emergency Liquidity Injection Policies in Europe and the United States
9 Oct 2019
RDP
2019-10
The TSLF, also introduced in March 2008, made one-month loans of Treasury securities to primary dealers, collateralised by other securities, through single price auctions. ... The US Treasury made positive returns on the CPP and both institution-specific
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
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Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
sales. However, low interest rates on emergency lending also incentivise liquidity risk-taking and. ... priority – policies under which banks fail are time inconsistent. Second, penalty rates have the.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
1 Feb 2018
RDP
2018-02
Considering first an ATSM of nominal interest rates, we assume that the one-period nominal interest rate (r. ... average interest rate expected to prevail over the life of the bond, resulting in a negative term premium.
https://www.rba.gov.au/publications/rdp/2018/2018-02/full.html
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Capital Movements
1 Dec 1989
RDP
8908
With generally strong domestic growth and with international interest rates not high in real terms, Australia's external debt to GDP ratio remained low. ... However, in periods when interest rates rose in response to the falling exchange rate (see
https://www.rba.gov.au/publications/rdp/1989/8908/capital-movements.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
In line with these agreed reforms, Australian financial regulators have implemented mandatory central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015; ASIC 2015; Australian Treasury 2015). ... interest rate risk on a
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Pricing Behaviour in Australian Financial Futures Markets
19 Nov 2012
RDP
PDF
942KB
perhaps be made that the 10 year bond futures market anticipated the decline. ... 00 0 •• e5 "86 u ee. 10 YEAR COMMONWEALTH TREASURY BOND (LHS) spot price -<>- - volume (RHS). ]
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8804.pdf
MEETING ON MONETARY ISSUES Reserve Bank of Australia Research ...
15 Oct 2014
RDP
PDF
980KB
Most studies use a government bond rate or the 90-day commercial bill rate as a cross rate. ... of degree zero in all interest rates (the own rate, and bond and bill rates taken together).
https://www.rba.gov.au/publications/rdp/1985/pdf/rdp8502.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