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RBA Glossary definition for overnight loans

overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.

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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Note: (a) Discounted variable rates on owner-occupier housing loans; spread to cash rate. ... Spread to overnight indexed swaps, one-year rolling averages. Sources: Authors' calculations; Bloomberg; RBA.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
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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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
NCR Overnight cash rate Per cent Nominal RBA. NMR Mortgage rate Per cent Nominal RBA. ... tendency for loan-to-valuation ratios to increase when real mortgage rates decline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

Credit Spreads, Monetary Policy and the Price Puzzle

23 Jan 2020 RDP PDF 1959KB
rate and the 3-month Australian dollar overnight indexed swap (OIS) rate ( MMtcs ) captures credit.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf

China's Evolving Monetary Policy Framework in International Context

1 Dec 2019 RDP 2019-11
Bradley Jones and Joel Bowman
Overnight cash rate target. Reserves/asset purchases. Primary instrument(s). PBC repo rate in corridor system. ... This included strict interest rate controls on both deposits and loans, bank-by-bank credit ceilings and provincial- and industry-level
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
In the long run, the stock of household credit is determined by the value of housing assets and the average loan-to-valuation ratio of housing loans. ... We proxy for the latter with the real mortgage interest rate, which captures the tendency for loan-to
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Changes in the Behaviour of Banks and Their Implications for Financial Aggregates

19 Nov 2012 RDP PDF 932KB
Savings bank deposit rates were fixed, personal loan rates were subject to the same maximum as trading bank personal loans, and housing loan rates were subject to the maximum rate on ... February The maximum overdraft and housing loan interest rates were
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB
2 basis points below the overnight indexed swap (OIS) rate (Figure 3).11 This relationship between. ... other ADIs on an overnight unsecured basis. This measure is also known as the interbank overnight.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

The Link between the Cash Rate and Market Interest Rates

1 Dec 2009 RDP PDF 179KB
6. 8. 10. 12. 14. 16. Overnight 6 months 3 years 10 years4. ... ii) the share of loans funded by capital increases (i.e., α increases);.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf

The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies

1 Dec 2009 RDP PDF 253KB
The deposit and loan rates areassumed to be determined by a profit maximising bank with a simplified balancesheet comprising reserves (R) and loans (L) on the asset side, and money marketborrowings ... is the probability of payment of loaninterest, q is
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9506.pdf