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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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
supply of liquidity, the repo spread would have narrowed by 2 per cent. ... may have also increased the impact of these liquidity injections on repo spreads.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
References
26 Oct 2023
RDP
2023-07
Boer L, A Pescatori and M Stuermer (forthcoming), ‘Energy Transition Metals: Bottleneck for Net-Zero Emissions?’, Journal of the European Economic Association. ... Kilian L and X Zhou (2022), ‘Oil Prices, Exchange Rates and Interest Rates’,
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
capital ratios may have implications for funding spreads and net interest income (hence profitability). ... tax profits. Collectively, these components (net interest income and credit losses, along with the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
demand. All else equal, lower interest rates are likely to directly impact bank profitability by eroding banks' net interest margins (NIMs). ... AUS. CAN. CHL. CZE. DEU. FRA. NOR. POL. SWE. CHE. Net interest margin (NIM).
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Our analysis confirms the empirical. regularity that declining interest rates reduce banks’ net interest margins. ... Keywords: interest rates, bank profitability, net interest margin, monetary policy. Table of Contents.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Effects of Monetary Policy Shocks
12 May 2023
RDP
2023-04
Many papers incorporate specific interest rates, such as the cash rate, or other short-term interest rates. ... We can then use the factor loadings to estimate the effect on relevant interest rates.
https://www.rba.gov.au/publications/rdp/2023/2023-04/the-effects-of-monetary-policy-shocks.html
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Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
This. contrasts with pre-COVID-19 policy announcements, which mainly affected expected interest. ... the future path of interest rates and premia based on data on yields.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.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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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
For the mortgage rate cut experiment, analysing the demand curves does not show systematicdifferences between the average effect of interest rates and the effect on the marginal buyer. ... a higher interestrate compared to the demand curve with a lower
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Banks' net interest margins (NIMs) – the difference between their interest income and interest expenses (as a share of assets) – will fall with interest rates if spreads remain constant. ... So even if Australian banks' were able to maintain their
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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