Search: Net interest spread
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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 Social Costs of Currency Counterfeiting
1 May 2015
RDP
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881KB
around A$140 000 spread over a period of ten years) is A$7.0 million. ... We use total credit card debt, which is strongly positively correlated with debt not bearing interest.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-05.pdf
A Multi-sector Model of the Australian Economy
14 May 2015
RDP
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1314KB
t νt), where Rt and R. t are the gross nominal interest rates. ... the G7economies; and the simple average of the policy interest rates in the G3.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-07.pdf
Credit Supply and Demand and the Australian Economy
31 Jan 2006
RDP
PDF
637KB
As the economy enters a downturn corporate net worth falls, raising agency costs and hence the loan rate relative to the riskless interest rate. ... Such quality spreads have been found by Stock and Watson (1989), amongst others, as useful forecasters of
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9208.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;. ... Examples of the prices against. which OTC derivatives contracts are written include interest rates, credit spreads, commodity.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
5.5 Simple Interest for Rollovers 28. 6. Conclusions and Future Research 28. ... values, interest rates, time of settlement, time of repayment, rollover length, and repayment.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
The GFC Investment Tax Break
16 Jan 2019
RDP
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1792KB
investment tax break, so our work is also of direct interest to Australian policymakers. ... bandwidth as we are including observations far away from the point of interest, with.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-07.pdf
A Select Bibliography of Published Research by the Reserve Bank of Australia: 1969 – 1990
28 Nov 2011
RDP
PDF
307KB
Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts. 8603 Tease, W.J. ... 8707 Edey, M.L. Asymmetric Information and Bid-ask Spreads in the Eurocurrency Markets.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9013.pdf
Stress Testing the Australian Household Sector Using the HILDA Survey
5 Mar 2015
RDP
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1095KB
5. Introduce shock(s) to: interest rates;the unemployment rate; and/or asset prices. ... Interest rate shocks are assumed to pass through in equal measure to all household loans.12.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-01.pdf
Consumption and Liquidity Constraints in Australia and East Asia: Does Financial Integration Matter?
1 Dec 2009
RDP
PDF
345KB
where At1 is end-period t net wealth, including financial wealth and real wealthsuch as housing and durables, yt is labour income, rt is the real interest rate and ct is. ... 3. Loan-deposit spread negative. 4. Financial depth (M/GDP) positive. 5.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9602.pdf
The Evolving Structure of the Australian Financial System
1 Dec 2009
RDP
PDF
129KB
fee-related activities as opposed to net interest earnings. ... 11 Currently around 60 per cent of banks’ income is accounted for by net interest.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9605.pdf