Search: interbank overnight rate

Sort by: Relevance Date
11–20 of 330 search results for interbank overnight rate

RBA Glossary definition for interbank overnight rate

interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.

Search Results

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
Interest rate risk. is the exposure of the defined benefit obligations to adverse movements in interest rates. ... A decrease in interest rates will increase the present value of these obligations.
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
Heightened demand for high-quality collateral is evident from the interest rate differential on collateralised loans across collateral types – rates for first-best collateral fall market-wide by over 100 basis ... In the unsecured market, the overnight
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 9 more results from "RDP 2021-01"

Appendix B: Data

3 Jan 2023 RDP 2022-09
Matthew Read
Variable. Details. Source. Cash rate. Interbank overnight cash rate, %, quarterly average. ... After the September quarter 2001, the risk-free rate is the 3-month Australian dollar overnight indexed swap (OIS) rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
See 2 more results from "RDP 2022-09"

2.3 Banking and Payment Services

19 Oct 2023 RBA Annual Report – October 2023
Banking and Payment Services | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/banking-and-payment-services.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Accordingly, in March 2022 the hurdle rate was changed to be based on term-matched overnight indexed swap rates plus a spread. ... The Reserve Bank is the administrator of the cash rate, which is a significant financial benchmark referenced in overnight
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

Appendix 2: Money, Deposit and Loan Rate Data Definitions and Graphs

1 Sep 1995 RDP 9506
Gordon de Brouwer
Figure 6: Money, Deposit and Loan Interest Rates in Korea. Money market rate: daily average overnight lending rates of 10 banks for the last week of the month, IMF International Financial ... Figure 10: Money, Deposit and Loan Interest Rates in Taiwan.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-2.html
See 5 more results from "RDP 9506"

Appendix A: Data

31 Dec 2014 RDP 2014-11
Josef Manalo, Dilhan Perera and Daniel Rees
RDP 2014-11: Exchange Rate Movements and the Australian Economy Appendix A: Data. ... Overnight cash rate: Overnight cash rate, averaged over the quarter. Nominal official cash rate until June 1998, and then the interbank overnight rate (RBA statistical
https://www.rba.gov.au/publications/rdp/2014/2014-11/appendix-a.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
The cash rate is the interest rate on unsecured overnight loans between banks. ... Sources: RBA. The Reserve Bank is the administrator of the cash rate, which is a significant financial benchmark referenced in overnight indexed swaps and the ASX's 30-day
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

Appendix B: Data Descriptions and Sources

31 Dec 2005 RDP 2005-06
Leon Berkelmans
Overnight cash rate (i): Overnight cash rate, averaged over the quarter. ... Nominal official cash rate until June 1998, and then the interbank overnight rate (Reserve Bank of Australia).
https://www.rba.gov.au/publications/rdp/2005/2005-06/appendix-b.html
See 1 more results from "RDP 2005-06"

Appendix A: Emergency Liquidity Injection Policies in Europe and the United States

9 Oct 2019 RDP 2019-10
Nicholas Garvin
interest rate bid; the amount auctioned was calibrated to leave the outcome interest rate a certain level above the ‘deposit rate’ that the ECB pays banks on their overnight cash holdings. ... Over the same period the interest rate on the ECB's
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-a.html
See 2 more results from "RDP 2019-10"