Search: interbank overnight rate
RBA Glossary definition for interbank overnight rate
interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.
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Bulletin June Quarter 2022
26 Sep 2022
Bulletin
- June 2022
PDF
9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
Findings by the authorities in the United Kingdom, the United States and elsewhere that certain interbank reference rates had been subject to attempted manipulation have prompted reference rate administrators and ... These rates, along with the overnight
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
Accordingly, in March 2022 the hurdle rate was changed to be based on term-matched overnight indexed swap rates plus a spread. ... The Reserve Bank is the administrator of the cash rate, which is a significant financial benchmark referenced in overnight
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
Appendix B: Data
3 Jan 2023
RDP
2022-09
Variable. Details. Source. Cash rate. Interbank overnight cash rate, %, quarterly average. ... After the September quarter 2001, the risk-free rate is the 3-month Australian dollar overnight indexed swap (OIS) rate.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
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2.3 Banking and Payment Services
19 Oct 2023
RBA Annual Report
– October 2023
Banking and Payment Services | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/banking-and-payment-services.html
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.pdf
Recent Developments in Federal Reserve System Liquidity and Reserve Operations
22 Oct 2008
Conferences
PDF
168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf
Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
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 ... Figure 10: Money, Deposit and Loan Interest Rates in Taiwan.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-2.html
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