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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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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... Unlike futures contracts which refer to the. overnight rate in a particular calendar month, the maturity in the OIS contract is fixed.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Read me file
12 May 2023
RDP
2023-04
Money market spread – money market spread between 3-month bank-accepted bill (BAB) rate and 3-month Australian dollar overnight indexed swap (OIS) rate (3-month zero-coupon forward rate prior ... Unemployment rate – ABS Labour Force Statistics,
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Each row lists a unique repo rate as a spread to overnight indexed swaps and the corresponding bid amount. ... 100. 550. 22. 600. 1,150. Note: (a) In descending order as a spread to overnight indexed swaps.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Appendix B: Data Descriptions and Sources
31 Dec 2005
RDP
2005-06
Break adjustment occurs for various reasons (for example, the securitisation of loans). ... Nominal official cash rate until June 1998, and then the interbank overnight rate (Reserve Bank of Australia).
https://www.rba.gov.au/publications/rdp/2005/2005-06/appendix-b.html
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Credit and Monetary Policy: An Australian SVAR
30 Sep 2005
RDP
PDF
204KB
In fact, both studies found thatimmediately after the shock the level of bank loans actuallyincreased. ... Credit is assumed to respond to output, inflation and the overnight cash rate,contemporaneously.
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-06.pdf
The Implementation of Monetary Policy in Australia
1 Dec 2009
RDP
PDF
190KB
4.1 Volatility in the Overnight Interest Rate 19. 4.2 Influence on Other Short-term Interest Rates 22. ... These 17 Prior to July 1996, we have used banks’ loans to authorised dealers as the measure of reserve.
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9703.pdf
The Australian Money Market
1 May 1987
RDP
8702
rates will result in a gradual and continued change in loans to dealers. ... Since dealers can always acquire same day funds by borrowing from non-banks, dealers will only borrow if overnight rates rise to the level of the lender of last resort loan
https://www.rba.gov.au/publications/rdp/1987/8702/the-australian-money-market.html
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The Origin of the Asian Financial Turmoil
1 Dec 2009
RDP
PDF
451KB
Exposure to the property market through loans to homebuyers is notparticularly high in Asia. ... economies include lax loan classification and provisioning practices.10 ‘Connectedlending’ (making loans to major shareholders, bank directors, managers,
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9805.pdf
International Interest Rate Linkages and Monetary Policy: The Case of Australia
19 Nov 2012
RDP
PDF
1014KB
When the market recognises that a new average. level of overnight interest rates is being established, it. ... indicator lending rates. Most loans (including house. mortgages) are variable interest rate loans, where the interest.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8812.pdf