Search: Treasury adjustable rate bonds

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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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A History of Australian Corporate Bonds

29 Jan 2015 RDP PDF 606KB
11 Changes included: the introduction of a tender system for selling Treasury bonds; removal of controls on the interest rates that banks could pay and charge; the floating of the Australian ... Figure 7: Australian Corporate Bond Market Bonds
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf

Is the Phillips Curve Still a Curve? Evidence from the Regions

29 Aug 2021 RDP PDF 1706KB
cent, and steepens further when the unemployment rate falls below 4 per cent. ... growth and unemployment rates across local labour markets. This contrasts with most previous.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf

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

Is the Phillips Curve a Curve? Some Evidence and Implications for Australia

1 Dec 2009 RDP PDF 236KB
10-year bond rate less the world real interest rate. δ, the weight that wage and price setters place on the forward-looking component ofinflation expectations, is 0.09 for the ... 10-year bond rate less the world real interest rate. Only the first of
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf

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

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

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

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

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

Estimates of Private Sector Wealth

19 Apr 2007 RDP PDF 318KB
The previous period's stock is depreciated according to the depreciation rates in the Treasury NIFlO model.4 These are 25 per cent per annum and 28.6 per cent per ... Component Weights (per cent) This study Treasury. Treasury use capital city prices,
https://www.rba.gov.au/publications/rdp/1991/pdf/rdp9109.pdf