Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
Table 5 summarises the evolution of the Australian bond markets during the 2000s. ... including around half of the Kangaroo bonds on issue. Notably, the growth of the fund management sector in Australia was not associated with growth in corporate bond
https://www.rba.gov.au/publications/confs/2011/davis.html
Discussion of Inflation and Interest Rates
27 Nov 2023
Conferences
PDF
230KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane-discussion-presentation.pdf
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
RBA. c. s. t. M. M. Money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon ... U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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The Effects of the Saving and Banking Glut on the U.S. Economy
12 Dec 2013
Research Workshop
PDF
640KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/justiniano-primiceri-tambalotti.pdf
Appendix A: Data Sources
1 Nov 1996
RDP
9608
Australia:. Treasury underlying price index; Commonwealth Treasury. United States:. Underlying price index; Datastream code: uscpxfdef. ... Constructed as the simple difference between yields on the nominal 10-year Government Bond and the indexed
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
government bonds. From 1997 r is estimated as:. r vmr bond cash bond cash inflation where vmr is the (package or average discounted) ... government bond yield, cash is the cash rate, inflation is 10-year inflation
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In September banks' total bond issuance dropped to under a third of typical monthly issuance, and by November it had declined to almost zero. ... Collateral holdings and counterparty risk are at the bank level, with banks indexed by i, which is replaced
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Heterogeneous Global Cycles ∗ Maryam Farboodi MIT Péter Kondor ...
2 Dec 2018
Research Workshop
PDF
3705KB
in equilibrium. Market Structure. At t = 1, many markets open for issuing bonds. ... bonds only consist of bad firms, which in turn deters investors from lending.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farboodi.pdf