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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Box A: Recent Developments in Net Interest Income in the Chinese Banking System
25 Sep 2013
FSR
September 2013
PDF
794KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/box-a.pdf
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 Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
discretionary assets and costs of funding, these decisions combine to form banks’ net interest. ... their lending spreads while interest rates were falling, this spread compression in 2021 could be the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
cap, determining the maximum maturity of detected repos, measured in whole days; interest. ... 10 000. no. Percentage point spread. Detected in. (negative) placebo. interest bounds.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
The NIM can be equivalently written as the net interest spread ( , ,A t D tr r ) plus the product of debt funding costs and the capital ratio. ... The net interest spread equals the weighted average of the unconstrained mortgage and business lending
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
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
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
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
3. Resilience of the Australian Financial System
9 Oct 2023
FSR
- October 2023
PDF
607KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/03-australian-financial-system.pdf
1. The Global and Macro-financial Environment
9 Oct 2023
FSR
- October 2023
PDF
917KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/01-global-financial-environment.pdf