Search: securities
RBA Glossary definition for securities
securities – A financial instrument which represents a claim over real assets or a future income stream. Such instruments are usually tradeable. Examples of securities include bonds, bills of exchange, promissory notes, certificates of deposit and shares.
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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
For purchases to support market function, we find that the announcement lowered short-dated Australian Government Securities (AGS) yields, but did not lower longer-dated AGS yields.
https://www.rba.gov.au/publications/rdp/2022/2022-02.html
Read me file
24 May 2022
RDP
2022-02
Transactions in Australian Government Securities and Semis), F1 (Interest Rates and Yields – Money Market – Daily) and F16 (Indicative Mid Rates of Australian Government Securities). ... DC data are loaded by ‘load_dc_data.R’. Austraclear. Data
https://www.rba.gov.au/publications/rdp/2022/2022-02/read-me.html
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
3 billion in purchases of AGS and securities issued by the states and territories (semi-government securities, or semis) with residual maturity between 1 and 10 years. ... window. AGS yields act as the benchmark yield curve in Australia, with other fixed
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
Introduction
24 May 2022
RDP
2022-02
In particular, there were: purchases to support government bond market function; purchases to support a yield target for 3-year Australian Government Securities (AGS); and purchases under the bond purchase program ... 3 billion in purchases of AGS and
https://www.rba.gov.au/publications/rdp/2022/2022-02/introduction.html
Implementation Effects
24 May 2022
RDP
2022-02
The Reserve Bank offered to purchase different sets of bonds on alternating days, and excluded recently tapped or issued bonds from its bond auctions – see ‘Reserve Bank Purchases of Government Securities’, ... 3 November 2020, available at <https:/
https://www.rba.gov.au/publications/rdp/2022/2022-02/implementation-effects.html
Event Study of Announcement Effects
24 May 2022
RDP
2022-02
30 pm following an out-of-cycle Board meeting, the Reserve Bank announced a package of policy measures, including its intention to purchase ‘Government bonds and semi-government securities across the ... window. AGS yields act as the benchmark yield
https://www.rba.gov.au/publications/rdp/2022/2022-02/event-study-of-announcement-effects.html