Search: Net interest spread
RBA Glossary definition for Net interest spread
Net interest spread – A measure of the difference between a bank�s average rate of interest-bearing assets and its average rate of interest-bearing liabilities.
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
money market and lending rate spreads. The spread between the 3-month bank-accepted bill (BAB). ... domestic business lending spreads and the US corporate bond spread decline, they remain.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
Interest spreads on ‘speculative grade’ corporate bonds have been identified in the literature as a reasonable proxy of the external finance premium and hence credit frictions (Bernanke and Gertler 1995; ... An alternative is to use interest
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
supply of liquidity, the repo spread would have narrowed by 2 per cent. ... may have also increased the impact of these liquidity injections on repo spreads.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The spread on Australian banks' short-term paper reached historical highs (Figure 1). ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Table 4: Detected Repos with Non-rounded Simple Interest Rates. As a percentage of detected repos. ... 1. 4. 3. 10. 6. 12. 4. 4. 44. C3(ii): zero implied interest.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
As a result, the spread between the median interest rate for more and less risky companies is elevated. ... A relaxation of lending standards leads to lower interest rate spreads (for a given company profile), which encourages more investment.
https://www.rba.gov.au/publications/rdp/2018/2018-05/full.html
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The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
Factors. boosting demand include interest rates, taxes, financialisation and immigration at a national level. ... but not Sydney or Melbourne. In net terms they tend to be offsetting.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
investment, asset prices and the interest payments (and receipts) of households and businesses. ... relationship between consumption, household income and net wealth (Figure 3).13 This relationship.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
The relevant interest rate is derived from RBA statistical table ‘F5 Indicator Lending Rates’. ... the poor hand-to-mouth, who have zero or negative net illiquid assets.
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
I compare the demand curves before and after the interest rate change using the same method. ... a) I transform the interest-rate-equivalent subjective discount rate to a subjective discount factor.
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html
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