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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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Credit Spreads, Monetary Policy and the Price Puzzle

1 Jan 2020 RDP 2020-01
Benjamin Beckers
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 B: Data Sources and Definitions

1 Jun 2015 RDP 2015-07
Daniel Rees, Penelope Smith and Jamie Hall
obs. ): Quarterly average interbank overnight cash rate. Source: RBA statistical table F1.1 Interest Rates and Yields – Money Market. ... Source: RBA. Foreign interest rates (r. obs. ): Quarterly average policy rate of the United States, Japan and euro
https://www.rba.gov.au/publications/rdp/2015/2015-07/appendix-b.html

Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
All levels variables are expressed in logs except: interest rates, bond market inflation expectations and the tariff rate series trf (which are expressed as decimals); together with the Southern Oscillation Index. ... Source: Reserve Bank of Australia, <>
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html

Appendix D: Data Definitions and Sources

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Set at 9.00 a.m. on current day, based on previous days rates – largely overnight rates in New York. ... Calculated using closing rates in London. Source, Reuter. DMRATE. =. The West German 3 month interbank deposits rate.
https://www.rba.gov.au/publications/rdp/1986/8608/appendix-d.html
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Appendix A: Definitions, Sources and Figures of Data

1 May 1996 RDP 9602
Gordon de Brouwer
Money market rate: annual average 3-month interbank market rate, Singapore Yearbook of Statistics and IMF International Financial Statistics. ... Money market rate: annual average weighted interbank market rate, Bank of Thailand Monthly Statistical
https://www.rba.gov.au/publications/rdp/1996/9602/appendix-a.html

The Australian Money Market

1 May 1987 RDP 8702
Michael Dotsey
If interbank settlement were on a same day basis, the Reserve Bank would have difficulty forecasting banks' needs for cash and this could lead to larger swings in overnight interest rates. ... Since dealers can always acquire same day funds by borrowing
https://www.rba.gov.au/publications/rdp/1987/8702/the-australian-money-market.html
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The Impact on Financial Markets

1 Jul 1997 RDP 9703
Ric Battellino, John Broadbent and Philip Lowe
The panels in Figure 1 show daily observations of the overnight interest rate for the period since the mid 1980s. ... The tighter range for the overnight rate has not required the Bank to be more active in managing the supply of reserves.
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Research Discussion Papers – 2018

13 Feb 2018 RDP
James Bishop. RDP 2018-05 Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data. ... Jonathan Hambur and Richard Finlay. RDP 2018-01 A Density-based Estimator of Core/Periphery Network Structures: Analysing the
https://www.rba.gov.au/publications/rdp/2018/

Research Discussion Papers – 2016

14 Mar 2016 RDP
Gianni La Cava, Helen Hughson and Greg Kaplan. RDP 2016-11 Identifying Interbank Loans from Payments Data. ... James Bishop, Linus Gustafsson and Michael Plumb. RDP 2016-05 Trade Invoicing Currency and First-stage Exchange Rate Pass-through.
https://www.rba.gov.au/publications/rdp/2016/

Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
TWI – nominal trade-weighted exchange rate; end-month value of month prior to Board meeting; obtained from RBA statistical table F11 Exchange Rates. – ... Unemployment rate – ABS Labour Force Statistics, Australia, seasonally adjusted, %. –
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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