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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Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
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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Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
100. 200. -100. 0. 100. 200. Bps 6-month spreads to OIS Bps. ... Variable-rate loans featuring an interest rate ‘cap’ are common in Canada, while ‘tracker’ loans – where the variable rate is set as a spread to an independent benchmark rate –
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
5. Private Net Costs 33 5.1 MasterCard & Visa Credit Cards 36 5.2 Debit Cards 37 5.3 Cash 38. ... It also reflects the fact that the fixed costs are now spread across a greater number of electronic payments.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
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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Household Leverage and the Recession
19 Dec 2019
Research Workshop
PDF
1138KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-jones.pdf
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
For the mortgage rate cut experiment, analysing the demand curves does not show systematicdifferences between the average effect of interest rates and the effect on the marginal buyer. ... a higher interestrate compared to the demand curve with a lower
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
supply of liquidity, the repo spread would have narrowed by 2 per cent. ... may have also increased the impact of these liquidity injections on repo spreads.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Risk and the Transformation of the Australian Financial System
22 Nov 2007
Conferences
PDF
238KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/ryan-thompson.pdf
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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