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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The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
$b. 2021. 2022. Range. (2017–22). Spread to 1-month BBSW(a). 2019 202260. ... £1 increase in net lending would grant a bank £1 of additional allowance.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
On the other hand, there is a. greater spread of occupations available in metropolitan areas, from lower-wage services industries,. ... questions relating to household finances, such as household net worth and debt portfolio, every four.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Figure 1: Money Market and Lending Interest Rates. Spread to overnight indexed swaps, various terms. ... Subsequently in 2019, net returns in all these money markets declined as the spread between money market rates and cash rate expectations narrowed.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Most connections in the model occur within a single period, although asset growth and end-period capital ratios may have implications for funding spreads and net interest income (hence profitability) in ... And growth in total assets positively
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
RBA. RSTAR. Neutral interest rate. Per cent. Real. RBA. ta. Trend labour productivity. ... Household net wealth. Log. Real. ABS, RBA. hoy. Household non-labour disposable income.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Non-technical summary for 'The Consequences of Low Interest Rates for the Australian Banking Sector'
16 Dec 2022
RDP
PDF
434KB
RDP 2022-08 non-technical summary
https://www.rba.gov.au/publications/rdp/2022/2022-08/rdp-2022-08-non-technical-summary.pdf
Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
The resulting set of variables we use can be grouped into the following categories: asset prices (18 series); interest rates and spreads (17); credit and money (14); debt securities outstanding (11); ... Aus. 1974:Q4. 2020:Q3. LV. Interest rates and
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Figure 1: Money Market and Lending Interest Rates. Spread to overnight indexed swaps, various terms. ... Figure 6: Money Market Interest Rates. Spread to overnight indexed swaps, one-year rolling averages.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
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 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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