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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Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Banks cut back targeted mortgage types by raising interest rates on those mortgages. ... Banks' use of interest rates to target credit growth has been less studied.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
As expected, these spreads are strongly correlated with the Australian BBB corporate to 10-year Australian government bond yield spread over the common sample with a correlation of around 0.5 ... While the estimated coefficients on domestic business
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
2.2 The interest-only mortgage limit 5. 3. Data and Variables 5. ... Banks’ use of interest rates to target credit growth has been less studied.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
The Real Effects of Debt Covenants: Evidence from Australia
25 Oct 2022
RDP
2022-05
by requiring that the firm maintains leverage below or net worth above certain thresholds. ... μ. ε. i. ,. t. The parameter of interest is the differential time trend coefficients,.
https://www.rba.gov.au/publications/rdp/2022/2022-05/full.html
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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
Household spending depends on current net wealth, as well as current and expected future income. ... h,t 1. ) as the key variable of interest, household disposable income (Y.
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
Bond spreads are generally higher and more dispersed during periods of economic and financial turmoil. ... During periods of greater uncertainty about economic and financial conditions,24 spreads on non-government guaranteed.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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Job Loss, Subjective Expectations and Household Spending
18 Aug 2021
RDP
2021-08
For example, a small decline in annual spending in the year of job loss would not tell us if the household reduced spending a little but spread it out over the ... In this set-up, households are assumed to be infinitely lived, face constant interest rates
https://www.rba.gov.au/publications/rdp/2021/2021-08/full.html
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Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
Table 1: Illustrative Example – Effect of a 100 Basis Point Increase in Interest Rates. ... For example, empirical evidence suggests that changes in interest rates have an effect on the leverage of financial firms, risk-taking behaviour, asset prices
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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How Many Jobs Did JobKeeper Keep?
2 Dec 2020
RDP
PDF
1843KB
employees in those firms experienced no net job loss, while the number of jobs held by employees. ... is the parameter of most interest to policymakers. Due to data limitations, our calculation of the.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-07.pdf