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The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
From Brassil et al (2022), period t lending rates in the Australian economy (r. ... M,t. ) can be expressed as the sum of banks' cost of debt (including deposit) funding (r.
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html

Appendix A: Pass-through Lower Bound in BA-MARTIN

21 Dec 2022 RDP 2022-08
Anthony Brassil
︸. Effect of. credit growth . on capital ratio. ]. d. r. D. ,. t. d. ... Footnote. r. C. ,. s. t. =. x. denotes the cash rate being held constant at.
https://www.rba.gov.au/publications/rdp/2022/2022-08/appendix-a.html

References

21 Dec 2022 RDP 2022-08
Anthony Brassil
McCririck R and D Rees (2017), ‘The Neutral Interest Rate’, RBA Bulletin, September, pp 9-18. ... Mian A, L Straub and A Sufi (2021b), ‘What Explains the Decline in r?
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html

Investigating the ‘Reversal Rate’ in Australia

21 Dec 2022 RDP 2022-08
Anthony Brassil
From Brassil et al (2022), period t lending rates in the Australian economy (r. ... M,t. ) can be expressed as the sum of banks' cost of debt (including deposit) funding (r.
https://www.rba.gov.au/publications/rdp/2022/2022-08/investigating-the-reversal-rate-in-australia.html

The Literature through the Lens of Banks' Balance Sheets

21 Dec 2022 RDP 2022-08
Anthony Brassil
With an R-squared of 82 per cent, the overwhelming majority of the movements in the major banks' NIMs since 2010 can be explained by movements in.
https://www.rba.gov.au/publications/rdp/2022/2022-08/the-literature-through-the-lens-of-banks-balance-sheets.html