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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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
Household spending depends on current net wealth, as well as current and expected future income. ... h,t 1. ) as the key variable of interest, household disposable income (Y.
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
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A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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Cost-benefit Analysis of Leaning against the Wind
1 Jul 2019
RDP
2019-05
Table 1: Illustrative Example – Effect of a 100 Basis Point Increase in Interest Rates. ... For example, empirical evidence suggests that changes in interest rates have an effect on the leverage of financial firms, risk-taking behaviour, asset prices
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html
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Asset Prices, Financial Imbalances and Monetary Policy: Are Inflation Targets Enough? | Conference – 2003
18 Aug 2003
Conferences
expected interest rates, changes in portfolio preferences and risk premia, and bubbles and fads. ... money balances à la Gesell (1958), their effectiveness is less certain than conventional interest rate policy.
https://www.rba.gov.au/publications/confs/2003/bean.html
The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour | Conference – 1996
9 Jul 1996
Conferences
20. France. 15. 16. 26. Italy. 27. 29. 24. (c) Interest margins/assets (per cent). ... Net fin. wealth. 0.97. 0.85. 0.98. 1.08. 1.11. 1.27. 0.30. Germany.
https://www.rba.gov.au/publications/confs/1996/davis.html
Start Spreading the News: News Sentiment and Economic Activity in Australia
23 Dec 2020
RDP
2020-08
So it allows us to study the causal effect of interest rates on sentiment more generally. ... where s. a. is the net positivity score for article a and f.
https://www.rba.gov.au/publications/rdp/2020/2020-08/full.html
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Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
Furthermore, the central bank has to act in the public interest and not solely its private interests, as the Bank may have done in 1866. ... or it may even be impossible to gain investor interest at any price (quantity rationing).
https://www.rba.gov.au/publications/confs/2008/davis.html
Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
It is difficult to know the net effect of these factors and so we use the minimum loss rate of the paper denominations to estimate a lower bound and the maximum ... If the net effect of all these potential issues had large effects on banknote life, we
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
year. Interest rates in a number of funding markets, both core and ancillary, rose sharply, as seen in LIBOR-OIS spreads, CP interest and FX swap rates, and rates on other ... In either case, this liquidity shortage manifests itself through upward
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
Second, we focus on the collateral implications of different market structures, rather than only the net exposures. ... In the baseline case, we assume that there are two classes of derivative product, and that net derivative positions,. ,
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html