Search: Moody's
RBA Glossary definition for Moody's
Moody's – An international statistical rating organisation and data provider.
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Structural Features of Australian Residential Mortgage-backed Securities
17 Jun 2015
Bulletin
June Quarter 2015
PDF
395KB
https://www.rba.gov.au/publications/bulletin/2015/jun/pdf/bu-0615-6.pdf
Box B: The Domestic Credit-wrapped Bond Market
8 Aug 2008
SMP
- August 2008
PDF
62KB
https://www.rba.gov.au/publications/smp/2008/aug/pdf/box-b.pdf
References
27 Oct 2008
RDP
2008-06
House of Representatives, Washington DC, 1 October. Moody's (2008), ‘Introducing Assumption Volatility Scores and Loss Sensitivities for Structured Finance Securities’, Moody's Report No SF132669.
https://www.rba.gov.au/publications/rdp/2008/2008-06/references.html
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Restructuring and Reform: China 2016 | Conference – 2016
18 Mar 2016
Conferences
For instance, Moody's rated the bonds AAA, the highest investment grade, explicitly because of the central government backing, rather than the fiscal soundness of the individual provinces (Yi 2015).
https://www.rba.gov.au/publications/confs/2016/naughton.html
The Distribution Of Mortgage Rates
17 Sep 2018
Bulletin
- March 2018
PDF
431KB
https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/the-distribution-of-mortgage-rates.pdf
List of graphs
10 Mar 2006
FSR
– March 2006
Graph 1: Moody's Global Speculative-grade Corporate Default Rate.
https://www.rba.gov.au/publications/fsr/2006/mar/graphs.html
Default Risk Among Australian Listed Corporations
15 Sep 2015
Bulletin
September Quarter 2015
PDF
334KB
https://www.rba.gov.au/publications/bulletin/2015/sep/pdf/bu-0915-6.pdf
Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
2 Dec 2009
RDP
PDF
91KB
From Bondware, we obtained data for all issuance (excluding Brady bonds) by sovereigns rated A+/A1 or lower by Standard and Poor’s, and Moody’s. ... In the event of a split rating between Moody’s and Standard and Poor’s we use the average
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-02.pdf
Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
U. S. B. A. A. Moody's seasoned BAA corporate bond yield relative to yield on 10-year Treasury constant maturity, obtained from FRED; end-month value of month prior to
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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The Distribution of Mortgage Rates
15 Mar 2018
Bulletin
– March 2018
Kent C (2017), ‘Some Innovative Mortgage Data’, Address to Moody's Analytics Australia Conference 2017, Sydney, 14 August. ... Moody's (2016), ‘Moody's Approach to Rating RMBS Using the MILAN Framework’, Rating Methodology, September.
https://www.rba.gov.au/publications/bulletin/2018/mar/the-distribution-of-mortgage-rates.html