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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Lending Behaviour
31 Dec 2013
RDP
2013-15
Figure 12: Small Business Interest Rates. Spread to cash rate on outstanding variable-rate loans. ... Figure 14: Interest Spreads on Variable-rate Mortgages. New loans, spread to policy rate, six-month average.
https://www.rba.gov.au/publications/rdp/2013/2013-15/lending-behaviour.html
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Global Trends
31 Dec 2006
RDP
2006-12
This has reduced interest margins on housing loans, lowering real interest rates paid by mortgage borrowers. ... NZ. Increased competition; expansion in fixed-rate loans. Reduction in interest margins; increased capacity to pay.
https://www.rba.gov.au/publications/rdp/2006/2006-12/global-trends.html
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How Many Jobs Did JobKeeper Keep?
23 Nov 2020
RDP
2020-07
JobKeeper) to obtain an estimate of the effect of JobKeeper on employment, which is the parameter of most interest to policymakers. ... Our parameter of interest is. δ. , which is the effect of JobKeeper worker eligibility on employment.
https://www.rba.gov.au/publications/rdp/2020/2020-07/full.html
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A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
The major banks were net lenders to the non-major banks before the crisis. ... The non-major banks have remained net lenders to the major banks since the crisis, albeit at a lower level than during 2008–09.
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html
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Robustness
31 Dec 2012
RDP
2012-02
RBA Index of Commodity Prices. Australian terms of trade. Weighted real foreign interest rate. ... Headline inflation. Cash rate. 90-day bill rate. Large business lending rate spread to cash rate.
https://www.rba.gov.au/publications/rdp/2012/2012-02/robustness.html
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Wage Growth Puzzles and Technology
1 Sep 2018
RDP
2018-10
forward, central banks can have more confidence in keeping interest rates lower for longer. ... studies in order to put the more recent productivity divergence explanations that are of primary interest into a broader context.
https://www.rba.gov.au/publications/rdp/2018/2018-10/full.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
After peaking in 2018, the repo spread began to narrow and elasticity trended lower. ... Mean cut-off rate as a spread to OIS. (bps). Mean quantity supplied Q.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Results
31 Dec 2013
RDP
2013-07
variables, for example, credit aggregates and spreads are not included in the model. ... The financial accelerator model links credit spreads to the net worth of the borrower, and consequently potentially amplifies the impact of shocks (see, for example,
https://www.rba.gov.au/publications/rdp/2013/2013-07/results.html
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Profitability
31 Dec 2004
RDP
2004-07
That is, the proportion of net position in the contract with expiration date i equals the open interest for contract i (OI. ... This method of dividing the net position between contracts seems the most sensible.
https://www.rba.gov.au/publications/rdp/2004/2004-07/profitability.html
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References
1 Nov 1993
RDP
9311
The Journal of Finance. , 42, 823–837. Bernanke, Ben (1990), ‘On the Predictive Power of Interest Rates and Interest Rate Spreads’, NBER Working Paper, No. ... 2758. Gertler, Mark, R. Glenn Hubbard, Anil Kashyap (1991), ‘Interest Rate Spreads,
https://www.rba.gov.au/publications/rdp/1993/9311/references.html
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