Search: overnight loans
RBA Glossary definition for overnight loans
overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.
Search Results
Identifying Interbank Loans from Payments Data
8 Dec 2016
RDP
2016-11
This paper develops an innovative algorithm that identifies overnight interbank loans from the millions of payments settled through Australia's high-value payments system. ... So these novel features may also be useful for identifying overnight interbank
https://www.rba.gov.au/publications/rdp/2016/2016-11.html
See 13 more results from "RDP 2016-11"
The Interbank Overnight Cash Market
14 Feb 2018
RDP
2018-01
Download the Paper 1,628. KB. Banks use the market for unsecured overnight interbank loans (IBOC market) to manage their liquidity. ... To overcome this deficiency, Brassil, Hughson and McManus (2016) developed an algorithm to extract loan-level
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-interbank-overnight-cash-market.html
See 11 more results from "RDP 2018-01"
Appendix 2: Money, Deposit and Loan Rate Data Definitions and Graphs
1 Sep 1995
RDP
9506
Figure 6: Money, Deposit and Loan Interest Rates in Korea. Money market rate: daily average overnight lending rates of 10 banks for the last week of the month, IMF International Financial ... Lending rate: from 1975 to 1984, the maximum rate charged by
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-2.html
See 12 more results from "RDP 9506"
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
detect term loans rather than overnight loans. Arciero et al (2016) calibrate, run and assess the. ... data. Any detected overnight loans must therefore be false detections rather than actual overnight.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
overnight interbank loans in other countries. Using the loan-level database, this paper explores features of the market that were previously. ... for identifying overnight interbank loans in other countries. The loan-level dataset produced by our
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
Domestic Financial Conditions
8 May 2020
SMP
– May 2020
Major banks also lowered interest rates on unsecured loans to small and medium-sized businesses by up to 650 basis points following the government's announcement of the SME Loan Guarantee ... Loans extended under the Government's $40 billion SME loan
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html
Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
This approach is similar to how loan-level unsecured data are typically obtained from payments data. ... Loan-level repo rates depend on the loan size and the types of counterparties, but not how long the repo is open.
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
See 8 more results from "RDP 2018-09"
Domestic Financial Conditions
5 Nov 2020
SMP
– November 2020
of the reductions apply to loans under the Australian Government's $40 billion SME loan guarantee scheme. ... Approval rates for housing loans are said to have remained high and banks report in liaison that the slight easing in lending requirements has
https://www.rba.gov.au/publications/smp/2020/nov/domestic-financial-conditions.html
Domestic Financial Conditions
4 Feb 2021
SMP
– February 2021
Most loan repayment deferral arrangements on SME loans that were offered by banks in 2020 have now expired. ... Banks have also indicated more appetite for loans with higher loan-to-valuation ratios (LVRs).
https://www.rba.gov.au/publications/smp/2021/feb/domestic-financial-conditions.html
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
4. The credit channel literature shows that borrower and loan characteristics are important. ... overnight loans that are subsequently rolled over without transacting, and loans that upon initiation.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf