Search: 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.
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Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
In either case, this liquidity shortage manifests itself through upward pressure in the overnight interest rate, with generally little risk that the dislocation spreads to other markets. ... The growing dislocation in these funding markets was evidenced
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
This measure is also known as the interbank overnight cash rate. ... Interest rate corridor – The interest rates on the overnight lending and deposit facilities provide a ceiling and a floor respectively for the overnight market interest rate.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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The Australian Money Market
1 May 1987
RDP
8702
If interbank settlement were on a same day basis, the Reserve Bank would have difficulty forecasting banks' needs for cash and this could lead to larger swings in overnight interest rates. ... Since dealers can always acquire same day funds by borrowing
https://www.rba.gov.au/publications/rdp/1987/8702/the-australian-money-market.html
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The Impact on Financial Markets
1 Jul 1997
RDP
9703
The panels in Figure 1 show daily observations of the overnight interest rate for the period since the mid 1980s. ... The tighter range for the overnight rate has not required the Bank to be more active in managing the supply of reserves.
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Liquidity and Funding Markets
19 Aug 2013
Conference
–
2013
The Reserve Bank of Australia 2013 conference, ‘Liquidity and Funding Markets’
https://www.rba.gov.au/publications/confs/2013/
Research Discussion Papers – 2018
13 Feb 2018
RDP
James Bishop. RDP 2018-05 Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data. ... Jonathan Hambur and Richard Finlay. RDP 2018-01 A Density-based Estimator of Core/Periphery Network Structures: Analysing the
https://www.rba.gov.au/publications/rdp/2018/
Research Discussion Papers – 2016
14 Mar 2016
RDP
Gianni La Cava, Helen Hughson and Greg Kaplan. RDP 2016-11 Identifying Interbank Loans from Payments Data. ... James Bishop, Linus Gustafsson and Michael Plumb. RDP 2016-05 Trade Invoicing Currency and First-stage Exchange Rate Pass-through.
https://www.rba.gov.au/publications/rdp/2016/
Read me file
12 May 2023
RDP
2023-04
TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical table F11 Exchange Rates. – ... Unemployment rate – ABS Labour Force Statistics, Australia, seasonally adjusted, %. –
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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The Model
22 Nov 2016
RDP
2016-07
Each market could represent a particular product: one market might represent 10-year Australian dollar-denominated fixed-for-floating interest rate swaps; another, 1-year Japanese yen-denominated overnight index swaps; ... β. 0.9975. Discount rate. σ. A
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Three Australian Asset-price Bubbles | Conference – 2003
18 Aug 2003
Conferences
Graphing the NASDAQ against the S&P 500 index shows that both grew at around the same rate from 1995 to late 1998. ... Instead, assumptions about future dividend growth and interest rates need to be made.
https://www.rba.gov.au/publications/confs/2003/simon.html