Search: Treasury fixed-coupon bonds

Sort by: Relevance Date
110 of 203 search results for Treasury fixed-coupon bonds

RBA Glossary definition for Treasury fixed-coupon bonds

Treasury fixed-coupon bonds – Australian Government Securities with fixed maturity dates and twice-yearly interest or coupon payments. Coupon payments are fixed for the life of the bond at its first issue.

Search Results

A History of Australian Corporate Bonds

29 Jan 2015 RDP PDF 606KB
In most cases, the detail available for each bond include: the issuer name, amount raised, tenor, price at issuance (face value), the coupon rate, whether fixed or floating, and the market ... Higher inflation and less favourable macroeconomic conditions
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

19 Dec 2022 RDP PDF 1588KB
The market value of fixed-coupon. 19 / 2017 / 1815 / 16 21 / 220. ... defined as the sensitivity of a bond’s price to interest rate changes – of fixed-interest securities.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
In addition to the direct effect on banks' costs of funding, the lower bond issuance reduced the supply of banks' bonds, thereby lowering yields on the bonds that were issued during ... The market value of fixed-coupon securities already held by banks
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
See 2 more results from "RDP 2022-08"

Appendix: Outline of Contract Specifications

1 Jun 1988 RDP 8804
Malcolm Edey and Graham Elliott
RDP 8804: Pricing Behaviour in Australian Financial Futures Markets Appendix: Outline of Contract Specifications. Malcolm Edey and Graham Elliott. June 1988. Download the Paper 943. KB. This appendix summarises the main features of contract
https://www.rba.gov.au/publications/rdp/1988/8804/appendix.html
See 1 more results from "RDP 8804"

1950 to 1980: Regulation and Transition Towards Private Issuers

31 Dec 2012 RDP 2012-09
Susan Black, Joshua Kirkwood, Alan Rai and Thomas Williams
At the same time, the corporate bond market began to shift towards a larger share of private issuance. ... Higher inflation and less favourable macroeconomic conditions in the 1970s made fixed-coupon corporate debt securities a less attractive investment
https://www.rba.gov.au/publications/rdp/2012/2012-09/regulation-transition-towards-private-issuers.html
See 2 more results from "RDP 2012-09"

The Australian Economy and Financial Markets

14 Mar 2024 Chart Pack PDF 5787KB
The Australian Economy and Financial Markets - March 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf

China's Evolving Monetary Policy Framework in International Context

9 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
arrangements. Fourth, our empirical analysis of monetary policy transmission points to both similarities and differences: while policy rates now have a larger effect than monetary aggregates on output and bond yields,
https://www.rba.gov.au/publications/rdp/2019/2019-11.html
See 5 more results from "RDP 2019-11"

The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases

24 May 2022 RDP 2022-02
Richard Finlay, Dmitry Titkov and Michelle Xiang
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 ... 0.07). 0.17. (0.05). Fixed effects. Bond and time. Bond and time.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
See 4 more results from "RDP 2022-02"

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
securities without coupon payments such as bank bills) issued by private entities are excluded. ... securities that. do not have coupon payments) issued by non-government entities and cash-only transactions, all.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Data

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
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
See 4 more results from "RDP 2019-03"