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.
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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
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Bank bill rates also rose over this period, but not sufficiently to make investing in bills a profitable money market trade. ... 3-month). Bank bills. 3-month bank bill swap rate. ASX; RBA. Risk weights (w.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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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 Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
In this sense, forward cash rates may exceed cash rate expectations by a ‘term premium’. ... Note that this term premium (which reflects compensation for interest rate risk) is conceptually distinct from that alluded to above when discussing spreads
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html
Inflation and Interest Rates
1 Oct 1989
RDP
8906
1988. 24.5. 10.7. 1989. 5.4. Footnotes. The interest rates are 3 month Treasury bill rates for Australia, US and Canada; the 6 month Treasury bill rate for Italy, ... The ex post real US interest rate on 3 month Treasury bills averaged 5.4% p.a.
https://www.rba.gov.au/publications/rdp/1989/8906/inflation-and-interest-rates.html
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Developments in Banks' Funding Costs and Lending Rates
19 Mar 2015
Bulletin
– March 2015
This article updates previous Reserve Bank research on how developments in the composition and pricing of banks' funding have affected their overall cost of funding and the setting of lending rates. The main finding is that the spread between the
https://www.rba.gov.au/publications/bulletin/2015/mar/6.html
Domestic Financial Conditions
10 Nov 2023
SMP
– November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html
Statement on Monetary Policy
10 Aug 2002
Bulletin
– August 2002
Even after these adjustments, however, the cash rate remained on the expansionary side of neutral. ... Graph 9. In Latin America, short-term rates have risen in several countries, with ongoing turmoil in Argentina, and increasing exchange rate pressures
https://www.rba.gov.au/publications/bulletin/2002/aug/1.html
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
at an interest rate of 25 basis points above the cash rate target. ... As the RFR for the Australian dollar, it forms the basis of the fallback to the bank bill swap rate (calculated as AONIA plus a spread) under International Swaps and Derivatives
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html