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RBA Glossary definition for central bank
central bank – A non-commercial bank, which may or may not be independent of government, which has some or all of the following functions: conduct monetary policy; oversee the stability of the financial system; issue currency notes; act as banker to the government; supervise financial institutions and regulate payments systems.
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
To do this we use new confidential bank-level data covering about 1,500 banks operating in 10 banking systems, with most samples spanning the two decades up to the end ... Our analysis confirms the empirical regularity that declining interest rates
https://www.rba.gov.au/publications/rdp/2023/2023-05.html
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
6. Analytical Framework. In this project, 10 central banks estimate the same regressions using bank-level data for their country – that is, Equation (1) below is estimated separately for each country. ... Source: Contributing central banks. Table 3:
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
Introduction
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). ... Central banks have acknowledged these potential side effects and have in some cases adapted their operations
https://www.rba.gov.au/publications/rdp/2023/2023-05/introduction.html
Data Description
21 Jun 2023
RDP
2023-05
The low-rate threshold for each central bank is plotted in Figure 1. ... Figure 2: Trends in Bank Profitability. Average of contributing central banks.
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
Conclusion
21 Jun 2023
RDP
2023-05
looking back at the period when central banks lowered interest rates to mitigate the risks of deflation. ... Because of this, lower interest rates may significantly affect bank profitability near these bounds and hamper monetary policy transmission.
https://www.rba.gov.au/publications/rdp/2023/2023-05/conclusion.html
Overview of the Data and Methodology
21 Jun 2023
RDP
2023-05
These data were made accessible as part of a collaboration between 10 central banks organised by the International Banking Research Network (IBRN). ... This paper also draws on qualitative information obtained from a survey of each contributing central
https://www.rba.gov.au/publications/rdp/2023/2023-05/overview-of-the-data-and-methodology.html
Non-technical summary for ‘The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country…
21 Jun 2023
RDP
2023-05
By working with banking sector experts from a large number of central banks, we are able to gather new estimates obtained from confidential data. ... Source: Contributing central banks. The materials on this webpage are subject to copyright and their use
https://www.rba.gov.au/publications/rdp/2023/2023-05/non-technical-summary.html
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
Research Discussion Paper – RDP 2023-05 The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data. ... The views expressed in this paper are those of the authors and do not necessarily
https://www.rba.gov.au/publications/rdp/2023/2023-05/sections.html
Read me file
21 Jun 2023
RDP
2023-05
html file. Code for other contributing central banks is confidential and cannot be released. ... All of the underlying bank-level data is confidential and cannot be released.
https://www.rba.gov.au/publications/rdp/2023/2023-05/read-me.html
Analytical Framework
21 Jun 2023
RDP
2023-05
Download the Paper 1.3. MB. In this project, 10 central banks estimate the same regressions using bank-level data for their country – that is, Equation (1) below is estimated separately ... In addition to the baseline regression given by Equation (1),
https://www.rba.gov.au/publications/rdp/2023/2023-05/analytical-framework.html