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RBA Glossary definition for S&P
S&P – Standard and Poor's. An international statistical rating organisation and data provider.
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Global Commodity Markets
10 Jun 2011
Bulletin
– June 2011
1.4. Individual S&P 500 companies. (average volatility). 2.4. 2.8. Commodity and financial indices. ... S&P 500 energy index. 1.2. 2.3. Goldman Sachs. Commodity Index. 1.2.
https://www.rba.gov.au/publications/bulletin/2011/jun/7.html
Recent Conditions in the Australian Foreign Exchange Market
10 Mar 2009
Bulletin
– March 2009
Graph 13 shows the high correlation between the Australian dollar and the S&P 500, but there were similarly high correlations with many other assets during this time. ... It appears that investors were liquidating positions across the board during those
https://www.rba.gov.au/publications/bulletin/2009/mar/2.html
Recent Developments in Collateralised Debt Obligations in Australia
10 Nov 2007
Bulletin
– November 2007
At issuance, around 90 per cent of the bonds and loans in domestic CDOs were investment grade (rated BBB or above by S&P), with 10 per cent sub-investment grade ... Standard & Poor's (S&P) defines leveraged loans as loans to sub-investment grade
https://www.rba.gov.au/publications/bulletin/2007/nov/1.html
The Term Structure of Commodity Risk Premiums and the Role of Hedging
17 Mar 2016
Bulletin
– March 2016
A standard theory used to explain commodity futures prices decomposes the futures price into the expected spot price at maturity of the futures contract and a risk premium. This article investigates the term structure of commodity risk premiums. We
https://www.rba.gov.au/publications/bulletin/2016/mar/7.html
New Measures of Australian Corporate Credit Spreads
19 Dec 2013
Bulletin
– December 2013
Australian corporations access bond markets both domestically and offshore. Despite this, there is a lack of publicly available data on bond market conditions faced by non-financial corporations (NFCs). This gap in the data is particularly apparent
https://www.rba.gov.au/publications/bulletin/2013/dec/3.html
Central Counterparty Margin Frameworks
7 Dec 2017
Bulletin
– December 2017
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html
GDP-linked Bonds
15 Sep 2016
Bulletin
– September 2016
A GDP-linked bond is a debt security with repayments that are linked to the issuing country's GDP. These securities have recently attracted some attention, including within the Group of Twenty (G20), in the context of discussions about possible ways
https://www.rba.gov.au/publications/bulletin/2016/sep/8.html
Recent Developments in Margin Lending in Australia
10 Dec 2009
Bulletin
– December 2009
This article discusses the main characteristics of margin loans in Australia, using data from the Reserve Bank of Australia's quarterly margin lending survey. ... The volatility was most severe in the December quarter, when the S&P/ASX equity index
https://www.rba.gov.au/publications/bulletin/2009/dec/2.html
Statement on Monetary Policy
10 Nov 2001
Bulletin
– November 2001
The S&P 500 has experienced similar falls, while the Nasdaq is down 12 per cent since early August, and 64 per cent from its early 2000 historical high. ... For those companies in the S&P 500, earnings declined by 34 per cent in the year to September.
https://www.rba.gov.au/publications/bulletin/2001/nov/1.html
Semi-Annual Statement on Monetary Policy
10 May 1999
Bulletin
– May 1999
These changes have included better arrangements for macroeconomic management, but also extensive improvements in the economy's structural features. ... Other indices – which are either more broadly representative (like the S&P 500), have a higher
https://www.rba.gov.au/publications/bulletin/1999/may/1.html