Search: Net interest spread
Did you mean
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.
Search Results
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The spread on Australian banks' short-term paper reached historical highs (Figure 1). ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
This table reports the primary coefficient of interest from specification (2), i.e. ... borrowing documented in Section 4.1, which would imply an overall net inflow of liquidity.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html