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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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Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
All levels variables are expressed in logs except: interest rates, bond market inflation expectations and the tariff rate series trf (which are expressed as decimals); together with the Southern Oscillation Index. ... Source: Reserve Bank of Australia, <>
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html

Appendix D: Data Definitions and Sources

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Set at 9.00 a.m. on current day, based on previous days rates – largely overnight rates in New York. ... Calculated using closing rates in London. Source, Reuter. DMRATE. =. The West German 3 month interbank deposits rate.
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-d.html
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Appendix A: Definitions, Sources and Figures of Data

1 May 1996 RDP 9602
Gordon de Brouwer
Money market rate: annual average 3-month interbank market rate, Singapore Yearbook of Statistics and IMF International Financial Statistics. ... Money market rate: annual average weighted interbank market rate, Bank of Thailand Monthly Statistical
https://www.rba.gov.au/publications/rdp/1996/9602/appendix-a.html

Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'

9 May 2024 RDP PDF 132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf

The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies

1 Dec 2009 RDP PDF 253KB
In Japan,for example, interbank rates generally closely follow open market developments, andCD rates very closely follow euroyen rates which are less subject to price-fixing(de Brouwer 1995). ... It is easier to match the maturities of money market
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9506.pdf

Payment System Design and Participant Operational Disruptions

28 Jan 2015 RDP PDF 578KB
4 The remaining 10 per cent of interbank settlements in RITS are settled in deferred net batches. ... 26. Glaser M and P Haene (2009), ‘Liquidity Effects of a Participant-Level Operational Disruption in Swiss Interbank Clearing System’.
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf

A Small Model of the Australian Macroeconomy: An Update

22 Dec 2005 RDP PDF 627KB
Equations 8. 2.1 Output Gap 8. 2.2 Real Exchange Rate 11. ... denotes the foreign real interest rate (proxied by a GDP-weighted average of realshort-term policy rates in the G3 economies);pcomis the RBA index of commodityprices in foreign currency
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
This measure is also known as the interbank overnight cash rate. ... Interest rate corridor – The interest rates on the overnight lending and deposit facilities provide a ceiling and a floor respectively for the overnight market interest rate.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Online Appendices: A Model of the Australian Housing Market

5 Mar 2019 RDP PDF 1184KB
RDP 2019-01 online appendices
https://www.rba.gov.au/publications/rdp/2019/2019-01/rdp-2019-01-online-appendices.pdf

A Small Model of the Australian Macroeconomy

1 Dec 2009 RDP PDF 534KB
The real exchange rate is determined by the terms of trade and the differentialbetween domestic and foreign real interest rates. ... These papers have identified three fundamental determinants of the Australian realexchange rate: the terms of trade, the
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-05.pdf