Search: domestic government securities
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.
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The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
target for the 3-year yield on Australian Government Securities (AGS) of around 25 basis points; an. ... 14 basis points above and 40 basis points below senior unsecured (domestic) bonds.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
$5 billion in 2006.5 The majority of repos are collateralised by Australian Government securities. ... windows the median absolute daily price change for AGS and state government-issued securities.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Preface for RDP 7706: Interest Rates and Exchange Rate Expectations in the RBA76 Model
1 Oct 1977
RDP
7706
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1977/7706.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
c) Deposits of corporations, pension funds, and governments. In Australia, more than 60 per cent of the major banks' funding comes from domestic deposits. ... sector. The first is the capital gains banks would receive from these securities as interest
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
For Germany and the Czech Republic the dummy is equal to 1 for all domestic systemically important banks. ... and the spread between the yield on 10-year government bonds and the short-term rate, spread.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Model
22 Nov 2016
RDP
2016-07
In Australia, cash and government bonds comprise the majority of margin posted at ASX Clear (Futures) – a domestic derivatives CCP (Cheung, Manning and Moore 2014). ... handling the default of HanMag Securities in 2014 (although this was a futures
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
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1090KB
At the margin, the relatively low level of government intervention in the residential mortgage-backed securities (RMBS) market might have also contributed. ... 18. • If the Federal Government funds a budget deficit by issuing Commonwealth Government
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
The Evolution of Consumer Payments in Australia: Results from the 2022 Consumer Payments Survey
27 Nov 2023
RDP
2023-08
12). Additionally, government investment in regional/remote telecommunications infrastructure has increased (Australian Government 2022). ... In Australia, DNDCs typically have access to the domestic debit network – eftpos – and one of the
https://www.rba.gov.au/publications/rdp/2023/2023-08/full.html
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The Main Questions
1 Dec 1988
RDP
8812
The upper panel shows yields on three-month government securities. Up to 1982, there were on occasion substantial differentials, but these did not persist for long. ... Figure 3 YIELDS ON GOVERNMENT SECURITIES. The same is true for bond rates.
https://www.rba.gov.au/publications/rdp/1988/8812/main-questions.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
i.e. Australian Government securities (AGS)) fall noticeably – over 100 basis points in our sample. ... 3 Discount securities issued by non-government entities – that is, private securities without coupon payments – are the.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf