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 Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The spread on Australian banks' short-term paper reached historical highs (Figure 1). ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
second-best collateral (i.e. semis) expands, while interest rates against first-best collateral. ... market remained information insensitive. Figure 3: TED Spread and Loans Outstanding by Market.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
20 Aug 2019
RDP
PDF
1571KB
investment, asset prices and the interest payments (and receipts) of households and businesses. ... relationship between consumption, household income and net wealth (Figure 3).13 This relationship.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
I compare the demand curves before and after the interest rate change using the same method. ... a) I transform the interest-rate-equivalent subjective discount rate to a subjective discount factor.
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html
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How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
1. The cost of debt – including the real interest rate, the spread between BBB and AAA. ... interest rate spreads in the global economy. 10 Inflation should not impact perceptions of the cost of debt unless households suffer money illusion.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
money market and lending rate spreads. The spread between the 3-month bank-accepted bill (BAB). ... domestic business lending spreads and the US corporate bond spread decline, they remain.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
26 Jul 2021
RDP
2021-07
Banks cut back targeted mortgage types by raising interest rates on those mortgages. ... Banks' use of interest rates to target credit growth has been less studied.
https://www.rba.gov.au/publications/rdp/2021/2021-07/full.html
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Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Table 4: Detected Repos with Non-rounded Simple Interest Rates. As a percentage of detected repos. ... 1. 4. 3. 10. 6. 12. 4. 4. 44. C3(ii): zero implied interest.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Job Loss, Subjective Expectations and Household Spending
18 Aug 2021
RDP
2021-08
For example, a small decline in annual spending in the year of job loss would not tell us if the household reduced spending a little but spread it out over the ... In this set-up, households are assumed to be infinitely lived, face constant interest rates
https://www.rba.gov.au/publications/rdp/2021/2021-08/full.html
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The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
Factors. boosting demand include interest rates, taxes, financialisation and immigration at a national level. ... but not Sydney or Melbourne. In net terms they tend to be offsetting.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf