Search: weighted average issue yield
RBA Glossary definition for weighted average issue yield
weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.
RBA Glossary definition for yield
yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.
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Changes to Statistical Tables
10 May 2024
Statistics
This statistical table will be updated monthly, for average yields for the calendar month ending 2 business days earlier. ... These include the aggregate value, weighted average and cut-off rates of US dollar repos dealt.
https://www.rba.gov.au/statistics/tables/changes-to-tables.html
Designing Inflation Targets
7 Dec 2006
Conferences
PDF
120KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/haldane.pdf
Loan Rate Stickiness: Theory and Evidence
31 Jan 2006
RDP
PDF
819KB
Both are weighted average interest rates that banks pay on various classes of deposits. ... The second rate, labelled RETAIL, is a weighted average rate that banks pay on their retail deposits.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9206.pdf
A History of Australian Equities
1 Jun 2019
RDP
2019-04
Until at least 1980 they represent a simple average of company dividend yields for those available, rather than the modern practice of being weighted by market capitalisation (in part to better ... This is roughly a percentage point lower than estimates
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
17 per cent of the population, so average firm-level investment falls by $4,700. ... This measure is constructed using information on the average of the funding requirements of US.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Measuring Core Inflation in Australia with Disaggregate Ensembles | Conference – 2009
17 Aug 2009
Conferences
The ‘Trimmed mean’ is calculated by ordering all the CPI components by their price change in the quarter and taking the expenditure-weighted average of the middle 70 per cent of ... Annual rates of ‘Weighted median’ and ‘Trimmed mean’
https://www.rba.gov.au/publications/confs/2009/ravazzolo-vahey.html
Appendix 1: Data
1 Jun 1992
RDP
9206
The “wholesale rate” is a weighted average interest rate of fixed deposits greater than $50,000, certificates of deposits and foreign currency deposits. ... Weighted average. issue yield. Foreign. Currency. Foreign currency liabilities,. Table B.1.
https://www.rba.gov.au/publications/rdp/1992/9206/appendix-1.html
Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
PDF
477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
Inflation and Inequality: How High Inflation is Affecting Different Australian Households
23 Nov 2023
Conferences
PDF
1469KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-wood-chan-coates.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
rates (BBSW). (b) Face-value weighted monthly average. Sources: Bloomberg; Intercontinental Exchange, Inc.; KangaNews; RBA. ... b) Covered bonds trade at yields on average about 5 basis points below senior unsecured (domestic) bonds since 2019, but.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf