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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Estimating Inflation Expectations with a Limited Number of Inflation-indexed Bonds
8 Mar 2011
RDP
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479KB
17. 4.2.3 Inflation forward rates. The inflation forward rate reflects the relative prices of traded nominal andinflation-indexed bonds and is given by the sum of inflation expectations andinflation ... rate, and one following the method ofMcCulloch and
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-01.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
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1588KB
others typically pay some spread above the cash rate (or expected future cash rates). ... evidence. In jurisdictions with a negative policy rate, retail deposit interest rates remained close to.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
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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
The Role of Collateral in Borrowing
14 Jan 2021
RDP
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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
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
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664KB
estimates of these variances using spectral analysis. He considered three. different long rates, (5, 10 and 20-year treasury bonds) while the short. ... than the current short rate, short interest rates are expected to rise above.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
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1672KB
government bonds into expectations for real and nominal interest rates, expectations for inflation,. ... rates are below this neutral rate, and contractionary if above. Finally, inflation expectations.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
A Model of the Australian Housing Market
5 Mar 2019
RDP
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1639KB
r is the average real expected. variable mortgage rate, which Fox and Tulip estimated using 10-year fixed mortgage rates. ... government bond yield, cash is the cash rate, inflation is 10-year inflation compensation derived from indexed bonds.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
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578KB
Hence, bond prices (and therefore observed yields) depend on both expected futureshort rates and term premia. ... short rates separatefrom term premia, and so aid in the estimation of the actual short rate process.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
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4625KB
a secured repo rate that was lower than unsecured rates. Precautionary demand rose during the. ... Securities (AGS) in the form of Treasury bonds, Treasury indexed bonds and Treasury notes.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
Financial markets. N2R Two-year government bond rate Per cent Nominal RBA, Yieldbroker. ... growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf