Search: money market
RBA Glossary definition for money market
money market – The market which deals in short-term discount securities such as Treasury notes, bank bills and promissory notes. Major participants in this market include the Reserve Bank of Australia, banks, superannuation funds, insurance companies, investment trusts, investment banks, building societies and large corporates.
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Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
Earnings calls are a way for company executives to relay information to all interested parties, including the media, institutional and individual investors, and analysts from funds that manage money and sell ... This process of fact-free learning from
https://www.rba.gov.au/publications/rdp/2023/2023-06/full.html
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Data Description
21 Jun 2023
RDP
2023-05
Deposits and STF include total customer deposits, deposits from banks, money market instruments, certificates of deposit and other deposits. ... Securities include reverse repos and cash collateral, trading securities, all in-the-money trading
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Market Intelligence’s SNL Financial, which use strict criteria to ensure all variables are consistently. ... from banks, money market instruments, certificates of deposit and other. deposits.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
12 May 2023
RDP
2023-04
For example, it suggests that: (i) signalling/forward guidance shocks tended to raise expected future policy rates in the mid-2010s as the RBA highlighted rising risks in housing markets; (ii) ... rates are predictable based on data available at the time,
https://www.rba.gov.au/publications/rdp/2023/2023-04.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
information at the time. This suggests that markets systematically misunderstand how the RBA. ... twelve months, and three-month changes in the (log) TWI, money market spread (3-month BBSW.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
Appendix B: Data
3 Jan 2023
RDP
2022-09
Unanticipated’ series from Beckers (2020). Supplementary information from Beckers (2020). Money market spread. ... RBA statistical table F1.1 Interest Rates and Yields – Money Market and Historical data: F17 Zero-coupon Interest Rates – Analytical
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
29 Dec 2022
RDP
PDF
1886KB
money demand. Since my SVAR does not include any monetary aggregates, I do not consider such restrictions. ... measured by money market spreads) and uses cash rate expectations (proxied for by estimated.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-09.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
International evidence suggests complete pass-through of negative policy rates to money market rates (CGFS 2019). ... During banking crises, the banks in BA-MARTIN lose access to external equity markets.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
International evidence suggests complete pass-through of negative policy rates to money market. ... to pay more to remove this risk (so the spreads between fixed lending rates and equivalent-maturity money market.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf