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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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

The Algorithm Performance

15 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/the-algorithm-performance.html

The Australian Repo Market Microstructure

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Sources: ASX; Author's calculations. Figure 5 plots the interest rate spread to the cash rate for every repo, excluding those open across RBA policy decisions. ... Figure 5: Repo-level Spreads by First-leg Day and Time. Spread to cash rate against time.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html