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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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The Rise in Household Liquidity

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
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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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

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
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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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 Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

31 Jan 2023 RDP 2023-01
Tom Cusbert
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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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data

1 Apr 2018 RDP 2018-05
Jonathan Hambur and Gianni La Cava
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

Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
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

26 Jul 2021 RDP 2021-07
Nicholas Garvin, Alex Kearney and Corrine Rosé
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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