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 Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
findings fit together. Do interest rates contribute to housing price variation across regions? ... inequality, which is surprising given the strong relationship between interest rates and housing.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
composition of covenants away from interest coverage requirements over time has lowered the. ... likely to be particularly sensitive to changes in interest rates (Barea Lugo 2006).
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
The Rise in Household Liquidity
24 Nov 2021
RDP
PDF
1793KB
projection methods to demonstrate that lower interest rates are associated with higher household. ... Similarly, borrowers with. Mortgage debt-to-income ratio. Gross. Net of liquid assets2.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-10.pdf
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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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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Online Appendix - MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
25 Nov 2019
RDP
PDF
624KB
RDP 2019-07 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-07/rdp-2019-07-online-appendix.pdf
China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
monetary policy implementation such as open market operations and the corridor system for interest rates. ... This included strict interest rate controls on both deposits and loans, bank-by-bank credit ceilings and provincial- and industry-level credit
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
It estimates. responses to interest rates, allowing for feedback between quantities and prices. ... demeaned. We estimate from March quarter 1987, following the deregulation of mortgage interest.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
The cost of debt – including the real interest rate, the spread between BBB and AAA US corporate bonds (as a proxy for the pricing of risk),. ... Lower real interest rates and financial liberalisation can account for much of the remaining increase.
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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Credit Supply and Demand and the Australian Economy
31 Jan 2006
RDP
PDF
637KB
As the economy enters a downturn corporate net worth falls, raising agency costs and hence the loan rate relative to the riskless interest rate. ... Such quality spreads have been found by Stock and Watson (1989), amongst others, as useful forecasters of
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9208.pdf