Search: bill rate
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
Search Results
Box D: Bank Bill Swap Benchmark Rates
7 Nov 2013
SMP
– November 2013
PDF
45KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-d.pdf
Banks’ Funding Costs and Lending Rates
29 Mar 2012
Bulletin
PDF
288KB
Reserve Bank of Australia Bulletin March Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/mar/pdf/bu-0312-5.pdf
The Effects of Funding Costs and Risk on Banks’ Lending Rates
16 Mar 2011
Bulletin
PDF
225KB
Reserve Bank of Australia Bulletin March 2011
https://www.rba.gov.au/publications/bulletin/2011/mar/pdf/bu-0311-6.pdf
The Relationship between Financial Indicators and Economic Activity: Some Further Evidence
19 Nov 2012
RDP
PDF
1506KB
1969:2- 1988:3 NomPFD M1 NomPFD M3 NomPFD Bank lend. NomPFD Bill Rate. ... The third set of models includes imports and real PFD rather than the bill rate.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf
The Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
Financial Deregulation and the Monetary Transmission Mechanism
19 Nov 2012
RDP
PDF
718KB
This leads to an increase in cash rates, and subsequently to increases in other interest rates, such as the 90 day bank bill rate.3. ... i) Interest rates. Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9008.pdf
The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
19 Nov 2012
RDP
PDF
664KB
n-1 l n E rtj". j=O. 6. rate used was the six-month Treasury bill rate. ... two-period bill equals the current one-period bill rate plus a risk premium.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8607.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
operations.5. Bank bills as the average three-month bank bill swap rate. ... Bank bill rates also rose over this period,. but not sufficiently to make investing in bills a profitable money market trade.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Box D: Interbank Reference Rates
9 Aug 2012
SMP
– August 2012
PDF
87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf
Overnight Indexed Swap Rates
19 Jun 2002
Bulletin
PDF
62KB
than the 90-daybank bill rate which is typically used in otherfixed-to-floating swaps in Australia. ... obligation of one party to the other.In this respect, overnight interest rate swapshave advantages over bank bills in terms ofmanaging exposure to
https://www.rba.gov.au/publications/bulletin/2002/jun/pdf/bu-0602-3.pdf