Search: Net interest spread
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net interest margin?
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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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 Apr 2023
RDP
2023-04
This contrasts with pre-COVID-19 policy announcements, which mainly affected expected interest rates. ... form releases provide a more detailed assessment of the likely path for interest rates.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
The Effects of Monetary Policy Shocks
12 May 2023
RDP
2023-04
Many papers incorporate specific interest rates, such as the cash rate, or other short-term interest rates. ... We can then use the factor loadings to estimate the effect on relevant interest rates.
https://www.rba.gov.au/publications/rdp/2023/2023-04/the-effects-of-monetary-policy-shocks.html