Search: interbank overnight rate
RBA Glossary definition for interbank overnight rate
interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
rate and the 3-month Australian dollar overnight indexed swap (OIS) rate ( MMtcs ) captures credit. ... risk on the interbank market. However, the OIS rate is also only available from July 2001.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Financial System Liquidity, Asset Prices and Monetary Policy
27 Nov 2006
Conferences
PDF
279KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/shin.pdf
Credit and Monetary Policy: An Australian SVAR
30 Sep 2005
RDP
PDF
204KB
Credit is assumed to respond to output, inflation and the overnight cash rate,contemporaneously. ... Nominalofficial cash rate until June 1998, and then the interbank overnight rate (ReserveBank of Australia).
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-06.pdf
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
801KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/operations-in-financial-markets.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
Global Benchmark Reform and the Future of LIBORCentral banks and financial regulators have been working with the industry to address theshortcomings in the major interest rate benchmarks, the ‘interbank offered rates’ ... Australian dollar.The RBA
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
To replace LIBOR, regulators have worked closely with industry participants to develop alternativerisk-free rates, such as the Secured Overnight Financing Rate (SOFR) for the US dollar and theSterling Overnight Interbank ... https://www.rba.gov.au/speeche
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf
Exchange Rate Movements and the Australian Economy
4 Feb 2015
RDP
PDF
1416KB
To justify the first assumption, we note that short-term movements in the real exchange rate largely reflect changes in nominal exchange rates. ... The inclusion of output, inflation, interest rates and the real exchange rate in the domestic block is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-11.pdf
Domestic Financial Conditions
10 Feb 2020
SMP
- August 2018
PDF
2043KB
https://www.rba.gov.au/publications/smp/2018/aug/pdf/03-domestic-financial-conditions.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
358KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/banking-and-payment-services.pdf
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
PDF
817KB
dealers will only borrow if overnight rates rise to the level of the lender of. ... day funds and the rates charged and the rate on LLR loans will play an.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf