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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Appendix D: Variable List
8 Oct 2019
RDP
2019-01
cash. Interbank overnight cash rate. 22. RBA statistical table F1.1 Interest Rates and. ... Yields – Money Market. Quarter average. cash_exp. Interbank overnight cash rate (includes market path for simulations).
https://www.rba.gov.au/publications/rdp/2019/2019-01/appendix-d.html
Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
rate and the 3-month Australian dollar overnight indexed swap (OIS) rate ( MMtcs ) captures credit. ... risk on the interbank market. However, the OIS rate is also only available from July 2001.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
Introduction
1 Dec 1992
RDP
9214
The weighted average of these two rates is called the official cash rate. ... interest rate on this amount overnight — as it does on all uncleared payments.
https://www.rba.gov.au/publications/rdp/1992/9214/introduction.html
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Credit and Monetary Policy: An Australian SVAR
30 Sep 2005
RDP
PDF
204KB
Credit is assumed to respond to output, inflation and the overnight cash rate,contemporaneously. ... Nominalofficial cash rate until June 1998, and then the interbank overnight rate (ReserveBank of Australia).
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-06.pdf
Exchange Rate Movements and the Australian Economy
4 Feb 2015
RDP
PDF
1416KB
To justify the first assumption, we note that short-term movements in the real exchange rate largely reflect changes in nominal exchange rates. ... The inclusion of output, inflation, interest rates and the real exchange rate in the domestic block is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-11.pdf
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Prior to August 1996, cash market interbank overnight rate. From August 1996 onwards, cash market 11am call rate. ... Source:. Interest rates: Reserve Bank of Australia Bulletin, Table F.11. For the German repo rate prior to 1999: Datastream, FOOIRGRR.
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
Financial System Liquidity, Asset Prices and Monetary Policy
27 Nov 2006
Conferences
PDF
279KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/shin.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
in risk premia in large business lending rates is met by an 8 basis point cut to the cash rate. ... The spread between the 3-month bank-accepted bill (BAB) rate and the 3-month Australian dollar overnight indexed swap (OIS) rate. (.
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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Appendix D: Data Sources and Definitions
31 Dec 2003
RDP
2003-12
The nominal cash rate is the quarter average of monthly data for the interbank overnight rate, for the period from July 1998 onwards, and for the 11am call rate, up to ... Constructed from RBA Bulletin Table ‘Advances Classified by Interest Rates’
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
In both facilities, the up-front fee is lower than the spread between the rate for the central bank's standing lending facility and the target for the overnight rate. ... Moreover, both facilities charge banks the overnight lending facility rate for
https://www.rba.gov.au/publications/confs/2013/bech-keister.html