Search: Net interest spread

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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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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

References

28 Jan 2020 RDP 2020-01
Benjamin Beckers
Bernanke BS and M Gertler (1989), ‘Agency Costs, Net Worth, and Business Fluctuations’, The American Economic Review, 79(1), pp 14–31. ... Gilchrist S and E Zakrajšek (2012), ‘Credit Spreads and Business Cycle Fluctuations’, The American
https://www.rba.gov.au/publications/rdp/2020/2020-01/references.html