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
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
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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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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Data
23 Apr 2019
RDP
2019-03
shows path shocks as the change in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium shocks as the change ... in 10-year US Treasury bond yields orthogonalised against the change in
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... We consider four measures:. The change in the policy rate (cash rate) itself.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
Appendix 1: Data Sources
1 Jun 1991
RDP
9104
Sweden. 1961–1989: Rate on 3 month Treasury discount notes (IFS and OP8A). ... Canada. As above. Ireland. As above. Italy. Three month Treasury bill rate (IFS).
https://www.rba.gov.au/publications/rdp/1991/9104/appendix-1.html
Read me file
12 May 2023
RDP
2023-04
Forecasts_10__s.csv’ (10-year bond rate forecasts from various sources) –not for public release due to confidentiality. ... TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
Heads of Treasuries 2017; Debelle 2017; van der Merwe et al 2018; Hambur and Jenner 2019). ... Second, the inclusion of the state unemployment rate directly controls for state-level business cycles.
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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Appendix A: Data Sources
1 Nov 1996
RDP
9608
The world short interest rate is calculated as the weighted arithmetic average of short interest rates (3-month Treasury Bills) from the United States, Canada and the United Kingdom. ... The yield curve for Australia is measured as the difference between
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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