Search: bond
RBA Glossary definition for bond
bond – In general terms, a bond is a statement of debt with a medium to long term to maturity at the time it is issued. The holder of a bond is a lender to the issuer. As such, the statement gives the issuer an obligation to provide the holder with an income payment and/or a stream of income payments over the life of the bond and to repay the principal. The risk that the issuer cannot fulfil their obligation varies from issuer to issuer and over time.
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
bond futures and foreign exchange swap bases, are among some plausible sources for these. ... cash in open market operations, long-dated government bond purchases, and the Term Funding.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rates from that implied by the rule. ... A measure based on high-frequency changes in bond yields based on a 90-minute window around
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
Bishop and Tulip 2017) or measures based on high-frequency changes in bond yields over a 90-. ... shocks. 10 This measure is based on high-frequency changes in bond yields.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
bond spreads,. option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate. ... to higher prices. Other measures, including those constructed from high-frequency changes in bond.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Methodology
19 Dec 2023
RDP
2023-09
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate from that implied by the rule. ... Other measures, including those constructed from high-frequency changes in bond yields, are also
https://www.rba.gov.au/publications/rdp/2023/2023-09/methodology.html
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
bond spreads, option-implied volatility). The shocks are then constructed as the deviation of the actual policy rate from that implied by the rule. ... Other measures, including those constructed from high-frequency changes in bond yields, are also
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Data Description
21 Jun 2023
RDP
2023-05
Short-term interest rate. Three-month interbank rate. Spread. Difference between the 10-year sovereign bond yield and the 3-month interest rate.
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
Spread Difference between the 10-year sovereign bond yield and the 3-month interest. ... 10-year government bonds and the short-term rate, tspread , as well as their interactions.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Appendix A: Affine Term Structure Model
12 May 2023
RDP
2023-04
n. X. t. where. y. t. n. is the yield at time t for an n-period zero-coupon nominal bond (i.e. ... interest rate, and calculate returns for zero-coupon bonds with maturities of n = 6,12,18,24,36,… and 120 months.
https://www.rba.gov.au/publications/rdp/2023/2023-04/appendix-a.html
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