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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.

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Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
In October 2021, LCH Ltd undertook the conversion of Euro Overnight Index Average (EONIA) contracts to the euro short-term rate (STR) while London Interbank Offered Rate (LIBOR) contracts for Swiss ... franc, euro, British pound and Japanese yen were
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Appendix D: Data Sources and Definitions

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
The nominal cash rate is the quarter average of monthly data for the interbank overnight rate, for the period from July 1998 onwards, and for the 11am call rate, up to ... Constructed from RBA Bulletin Table ‘Advances Classified by Interest Rates’
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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Appendix A: Zero-coupon Yields

30 Dec 2008 RDP 2008-09
Richard Finlay and Mark Chambers
We display estimated 1, 3 and 5-year zero-coupon yields, as well as the interbank overnight cash rate in Figure A1. ... Hence requiring d(0) = 1 is equivalent to requiring. Writing. , we can ensure that the 1-day yield is given by the overnight cash rate,
https://www.rba.gov.au/publications/rdp/2008/2008-09/appendix-a.html
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Banking and Payment Services

21 Oct 2021 RBA Annual Report – 2021
The Bank must cost and price the services separately from its other activities and meet a prescribed minimum rate of return. ... For 2020/21, the Bank achieved its competitive neutrality target rate of return.
https://www.rba.gov.au/publications/annual-reports/rba/2021/banking-and-payment-services.html

Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
in risk premia in large business lending rates is met by an 8 basis point cut to the cash rate. ... The spread between the 3-month bank-accepted bill (BAB) rate and the 3-month Australian dollar overnight indexed swap (OIS) rate. (.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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Abbreviations

21 Oct 2021 PSB Annual Report – 2021
IBOR. Interbank offered rate. ISO. International Organization for Standardization. IOSCO. International Organisation of Securities Commissions. ... LCR. Least-cost routing. LIBOR. London interbank offered rate. MOG. Multilateral Oversight Group for
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html

Abbreviations

15 Oct 2020 PSB Annual Report – 2020
FSS. Fast Settlement Service. HVCS. High Value Clearing System. IBOR. Interbank offered rate. ... SIPS. Systemically important payment system. SOFR. Secured overnight financing rate. SSF.
https://www.rba.gov.au/publications/annual-reports/psb/2020/abbreviations.html

Appendix B: Data Sources and Definitions

1 Jun 2015 RDP 2015-07
Daniel Rees, Penelope Smith and Jamie Hall
obs. ): Quarterly average interbank overnight cash rate. Source: RBA statistical table F1.1 Interest Rates and Yields – Money Market. ... Source: RBA. Foreign interest rates (r. obs. ): Quarterly average policy rate of the United States, Japan and euro
https://www.rba.gov.au/publications/rdp/2015/2015-07/appendix-b.html

Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
All levels variables are expressed in logs except: interest rates, bond market inflation expectations and the tariff rate series trf (which are expressed as decimals); together with the Southern Oscillation Index. ... Source: Reserve Bank of Australia, <>
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html

Appendix D: Data Definitions and Sources

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Set at 9.00 a.m. on current day, based on previous days rates – largely overnight rates in New York. ... Calculated using closing rates in London. Source, Reuter. DMRATE. =. The West German 3 month interbank deposits rate.
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-d.html
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