Search: overnight loans

Sort by: Relevance Date
1–3 of 3 collapsed search results for overnight loans
Did you mean oversight focus?

RBA Glossary definition for overnight loans

overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.

Search Results

Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
The first component of the monetary policy shock vector given in Equation (3) is the change in the interest rate on 1-month overnight indexed swaps (OIS). ... either in US dollars or euro), and portfolio debt, portfolio equity, loans and FDI (all
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html

Data

23 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
The first component of the monetary policy shock vector given in Equation (3) is the change in the interest rate on 1-month overnight indexed swaps (OIS). ... Unlike futures contracts which refer to the overnight rate in a particular calendar month, the
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html

Online Appendices: Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Description. Source. Interest rates. 1-month and 6-month OIS. Overnight indexed swaps. ... United Nations Conference on Trade and Development (UNCTAD). Bank loans. Ratio to recipient economy GDP.
https://www.rba.gov.au/publications/rdp/2019/2019-03/online-appendix.html