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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(un)conventional Policy and the Zero Lower Bound
13 Dec 2012
Research Workshop
PDF
276KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/defiori-tristani.pdf
Reforming the International Financial Architecture: Limiting Moral Hazard and Containing Real Hazard
7 Dec 2006
Conferences
PDF
59KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/mussa.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
Table 1: Determinants of Housing Price Responses. Selected by all methods – elastic net and LAR. ... CS. t. is a measure of credit spreads used in Beckers (2020), including: the spread between the 3-month bank-accepted bill (BAB) rate and the 3-month
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δx. t. No. 10-year AGS. Interest rates. Δx. t. No. 3-month bank bill spread to OCR. ... Interest rates. x. t. No. 5-year AGS spread to OCR. Interest rates.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 Apr 2023
RDP
2023-04
This contrasts with pre-COVID-19 policy announcements, which mainly affected expected interest rates. ... form releases provide a more detailed assessment of the likely path for interest rates.
https://www.rba.gov.au/publications/rdp/2023/2023-04/full.html
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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
25 Jan 2023
RDP
PDF
1588KB
For the mortgage rate cut experiment, analysing the demand curves does not show systematicdifferences between the average effect of interest rates and the effect on the marginal buyer. ... a higher interestrate compared to the demand curve with a lower
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-01.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
100. 200. -100. 0. 100. 200. Bps 6-month spreads to OIS Bps. ... Variable-rate loans featuring an interest rate ‘cap’ are common in Canada, while ‘tracker’ loans – where the variable rate is set as a spread to an independent benchmark rate –
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
5. Private Net Costs 33 5.1 MasterCard & Visa Credit Cards 36 5.2 Debit Cards 37 5.3 Cash 38. ... It also reflects the fact that the fixed costs are now spread across a greater number of electronic payments.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
A single counterparty's exposure, as measured by the replacement value, net of collateral, is often small and manageable in normal market conditions. ... Market participants: Once the marketplace or transactions can be brought under a regulatory net,
https://www.rba.gov.au/publications/confs/1999/yam.html
What the FOMC Says and Does When the Stock Market Booms | Conference – 2003
18 Aug 2003
Conferences
2. Should Interest Rates Respond to Asset Prices? The State of the Debate. ... All other things equal, this is met with a decline in the interest rate.
https://www.rba.gov.au/publications/confs/2003/cecchetti.html