Search: Net interest spread
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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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Figure 1: Money Market and Lending Interest Rates. Spread to overnight indexed swaps, various terms. ... Subsequently in 2019, net returns in all these money markets declined as the spread between money market rates and cash rate expectations narrowed.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
The resulting set of variables we use can be grouped into the following categories: asset prices (18 series); interest rates and spreads (17); credit and money (14); debt securities outstanding (11); ... Aus. 1974:Q4. 2020:Q3. LV. Interest rates and
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
RBA. RSTAR. Neutral interest rate. Per cent. Real. RBA. ta. Trend labour productivity. ... Household net wealth. Log. Real. ABS, RBA. hoy. Household non-labour disposable income.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Most connections in the model occur within a single period, although asset growth and end-period capital ratios may have implications for funding spreads and net interest income (hence profitability) in ... And growth in total assets positively
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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The Australian Financial System in the 1990s | Conference – 2000
21 Jun 1990
Conferences
14.67. 15.27. Ratio of net interest income to assets. 3.00. 2.97. ... Leverage. 1.37. 0.62. Ratio of net interest income to assets. 0.47.
https://www.rba.gov.au/publications/confs/2000/gizycki-lowe.html
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
Table 1: Determinants of Housing Price Responses. Selected by all methods – elastic net and LAR. ... CS. t. is a measure of credit spreads used in Beckers (2020), including: the spread between the 3-month bank-accepted bill (BAB) rate and the 3-month
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 Apr 2023
RDP
2023-04
This contrasts with pre-COVID-19 policy announcements, which mainly affected expected interest rates. ... form releases provide a more detailed assessment of the likely path for interest rates.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
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A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δx. t. No. 10-year AGS. Interest rates. Δx. t. No. 3-month bank bill spread to OCR. ... Interest rates. x. t. No. 5-year AGS spread to OCR. Interest rates.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
What the FOMC Says and Does When the Stock Market Booms | Conference – 2003
18 Aug 2003
Conferences
2. Should Interest Rates Respond to Asset Prices? The State of the Debate. ... All other things equal, this is met with a decline in the interest rate.
https://www.rba.gov.au/publications/confs/2003/cecchetti.html
Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
87.4. 90.1. 88.9. Net worth ($'000). 877.9. 847.1. 942.6. Financial wealth ($'000). ... 0.00. Financial assets. 0.00. 0.00. Liquid net worth. 0.00. 0.00. No of observations.
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html