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RBA Glossary definition for bank accepted bill of exchange

bank accepted bill of exchange – A bank accepted bill of exchange is a bill of exchange that lists a bank as the acceptor of the bill. As an acceptor, a bank has a liability to pay the holder the face value of the bill at maturity. In certain circumstances, the liability is contingent on the borrower, or drawer, defaulting.

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Appendix: Data Sources and Methods

1 Nov 1990 RDP 9008
Jerome Fahrer and Tom Rohling
Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA Bulletin, Table F.1, various issues. ... Credit (Table D.5 RBA Bulletin, various issues) is loans and advances by all financial institutions included in
https://www.rba.gov.au/publications/rdp/1990/9008/appendix.html
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Appendix C: Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
bank lending is lending (including bills discounted) to the private sector by trading and savings banks;. ... the bill rate is the yield on 90-day bank-accepted bills of exchange;.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html
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Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8608.html
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Appendix B: Data

3 Jan 2023 RDP 2022-09
Matthew Read
US real GDP. Chain volume measure, $b, seasonally adjusted. Federal Reserve Bank of St. ... Percentage point difference between the 3-month bank-accepted bill rate and a 3-month risk-free interest rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Money market spread – money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon forward rate prior ... VIX – US VIX, end-month value; obtained from Federal
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
I define ‘losses’ as including any provisions for expected losses. (b) Examples include bonds, certificates of deposit, bank bills, asset-backed securities, and hybrid securities. ... Australian banks' wholesale debt and deposit funding is typically
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap rates ... For example, some central banks accepted a wider range of collateral
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Specifically, we estimate the profits major banks can earn on lending Australian dollar cash in the markets for repos, bank bills and foreign exchange swaps. ... Bank bills as the average three-month bank bill swap rate. Foreign exchange swaps as the
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Appendix C: Variable Definitions

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Reserve Bank of Australia (RBA). Δ. c. r. t. Cash rate change at Board meeting in month t. ... RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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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
and. reducing liquidity premia – steady central bank buying reduces the risk of investors being unable to sell bonds at a reasonable price, and increases commercial banks' reserve balances. ... about the Reserve Bank's reaction function for the use of
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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