Search: bank accepted bill of exchange
RBA Glossary definition for bank accepted bill of exchange
bank accepted bill of exchange – A bank accepted bill of exchange is a bill of exchange that lists a bank as the acceptor of the bill. As an acceptor, a bank has a liability to pay the holder the face value of the bill at maturity. In certain circumstances, the liability is contingent on the borrower, or drawer, defaulting.
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Read me file
12 May 2023
RDP
2023-04
Money market spread – 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 forward rate prior ... VIX – US VIX, end-month value; obtained from Federal
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
Appendix B: Data
3 Jan 2023
RDP
2022-09
US real GDP. Chain volume measure, $b, seasonally adjusted. Federal Reserve Bank of St. ... Percentage point difference between the 3-month bank-accepted bill rate and a 3-month risk-free interest rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
I define ‘losses’ as including any provisions for expected losses. (b) Examples include bonds, certificates of deposit, bank bills, asset-backed securities, and hybrid securities. ... Australian banks' wholesale debt and deposit funding is typically
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
Figure 1: Non-bank ABS Issuance and Pricing. Notes: (a) AAA-rated notes of prime residential mortgage-backed securities (RMBS) and other ABS, spread to 1-month bank bill swap rates ... For example, some central banks accepted a wider range of collateral
https://www.rba.gov.au/publications/rdp/2022/2022-07/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
and. reducing liquidity premia – steady central bank buying reduces the risk of investors being unable to sell bonds at a reasonable price, and increases commercial banks' reserve balances. ... about the Reserve Bank's reaction function for the use of
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
Reserve Bank of Australia (RBA). Δ. c. r. t. Cash rate change at Board meeting in month t. ... 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
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
based out of its Shanghai headquarters, before evolving into a commercial bank specialising in foreign exchange and trade. ... More in keeping with most central banks in advanced economies (the exceptions being the Bank of England, and to a lesser extent,
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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Estimating Funding Costs, Gross Returns and Net Returns
13 Sep 2019
RDP
2019-09
Bank bills as the average three-month bank bill swap rate. Foreign exchange swaps as the implied rate of return from a three-month foreign exchange swap of Australian dollars (AUD) ... For bank bills, the notional and exposure values are identical, but
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimating-funding-costs-gross-returns-and-net-returns.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
We now outline some key trends evident in the Reserve Bank's Consumer Payments Survey (CPS). ... While not withdrawing legal tender status from the old paper series, the Reserve Bank and commercial banks have been removing from circulation any paper
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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Wage Growth Puzzles and Technology
1 Sep 2018
RDP
2018-10
forward, central banks can have more confidence in keeping interest rates lower for longer. ... and lack of knowledge are key factors inhibiting smaller firms from taking up new technologies (Macquarie Bank 2017).
https://www.rba.gov.au/publications/rdp/2018/2018-10/full.html