Search: bill rate
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
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The PBC's Objectives and Operational Framework
9 Dec 2019
RDP
2019-11
Borrowing is conducted at interest rates slightly above the PBC's repo rate. ... basis) at interest rates of around 3.5 per cent, about 1 percentage point above the PBC's repo rate.
https://www.rba.gov.au/publications/rdp/2019/2019-11/the-pbcs-objectives-and-operational-framework.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
analysis of monetary policy transmission points to both similarities and differences: while policy rates. ... implementation such as open market operations and the corridor system for interest rates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Sensitivity Analysis
13 Sep 2019
RDP
2019-09
Between 2016 and 2018, borrowing at the cash rate and lending into the repo market, the bank bill market, or foreign exchange swaps (JPY or USD), improved on baseline net returns ... The relative riskiness of the trade implies the use of more equity
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
operations.5. Bank bills as the average three-month bank bill swap rate. ... Bank bill rates also rose over this period,. but not sufficiently to make investing in bills a profitable money market trade.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
Table SUMMARY OF EMPIRICAL STUDIES OF THE DEMAND FOR MONEY FUNCTION IN AUSTRALIA
11 Jul 2019
RDP
8502
Real GDP. 90-day bank endorsed conmercial bill rate. 1.01. 0.36. 77%. ... 1975(2)–1983(3). M1 deflated. Real GDP. 90-day commercial bill rate. –. 0.97.
https://www.rba.gov.au/publications/rdp/1985/8502/attachment-table.html
Does Monetary Policy Spill Over to Other Economies?
23 Apr 2019
RDP
2019-03
To measure the interest rate response, we consider rates of different maturities: 1-month and 6-month interest rates, and 2-year and 10-year government bond yields. ... Footnotes. Depending on data availability, for 1-month or 6-month interest rates, we
https://www.rba.gov.au/publications/rdp/2019/2019-03/does-monetary-policy-spill-over-to-other-economies.html
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The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
Research Discussion Paper. The Evolution of Payment Costs in Australia. Chris Stewart, Iris Chan, Crystal Ossolinski, David Halperin and Paul Ryan. RDP 2014-14. The Discussion Paper series is intended to make the results of the current economic
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
yields comes from their ‘path’ factor derived from short rates and interest rate futures. ... market economies. 20 Depending on data availability, for 1-month or 6-month interest rates, we used OIS rates, government bill rates,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Where’s the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
11 Dec 2018
RDP
PDF
1641KB
outstanding polymer banknotes. Figure 4 shows annual loss rates for paper banknotes, and. ... forgotten about, or sitting in numismatic collections. Estimated loss rate at June 2008.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-12.pdf