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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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
risks is also essential for other policymakers, such as prudential regulators and governments, who. ... measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
The majority of repos are collateralised by Australian Government securities (AGS), although there is little market concentration in particular AGS. ... Other than discount securities (i.e. securities that do not have coupon payments) issued by
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
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
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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
In particular, there were: purchases to support government bond market function; purchases to support a yield target for 3-year Australian Government Securities (AGS); and purchases under the bond purchase program ... 3 billion in purchases of AGS and
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Why Do Companies Fail?
1 Nov 2016
RDP
2016-09
Figure 2: Mean Failure Rate by Cyclical Indicator. Sources: Australian Securities and Investments Commission; Authors' calculations; Dun & Bradstreet; Morningstar. ... Note: Shaded areas represent 95 per cent confidence intervals. Sources: Australian
https://www.rba.gov.au/publications/rdp/2016/2016-09/full.html
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Appendix A: Data Sources
1 Nov 1996
RDP
9608
Commonwealth Government Budget Balance;. The fiscal variable for the four quarters of each fiscal year is measured as the change in the annual Commonwealth Government Budget Balance as a proportion of ... Constructed as the simple difference between
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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Full Model Studies
1 Sep 1979
RDP
7902
TABLE 3 NON-BANK GROUPS HOLDINGS OF COMMONWEALTH GOVERNMENT SECURITIES. Study. Sample period. ... r. 10. :. theoretical yield on Australian Government securities with 10 years to maturity.
https://www.rba.gov.au/publications/rdp/1979/7902/full-model-studies.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
We also present 3 conclusions, which build on existing qualitative analysis of the policies by the Australian Competition and Consumer Commission (ACCC), APRA and the Australian Government Productivity Commission (PC):. ... The policies were supported by
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
The allocation of total hoarded banknotes to domestic hoarding, international hoarding, and the concealment of profits from illegal activity, however, remains quite uncertain. ... Overseas scaling factor. 2 times slower than domestic velocity. 4 times
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
securities market and the quality of the assets underpinning those securities (Debelle 2018). ... b) Australian BBB corporate bond rate to 10-year Australian government bond yield.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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