Search: domestic government securities

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RBA Glossary definition for domestic government securities

domestic government securities – Domestically issued government securities comprising Australian Government Securities (AGS) and securities, known as semi-government securities, issued by the central borrowing authorities of the State and Territory governments.

RBA Glossary definition for securities

securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.

Search Results

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
the yield on 10-year Australian Government securities. ... In the domestic repo market, around half the cash lent by dealers is borrowed by non-residents.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html

Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
the yield on 10-year Australian Government securities. ... For investments involving bank bills (domestic or foreign under swap) we find the net return becomes more negative as borrower creditworthiness deteriorates and the risk weight increases.
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html