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 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
Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
87.4. 90.1. 88.9. Net worth ($'000). 877.9. 847.1. 942.6. Financial wealth ($'000). ... 0.00. Financial assets. 0.00. 0.00. Liquid net worth. 0.00. 0.00. No of observations.
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
It is clear that the TFF reduced banks' funding costs and led to lower interest rates throughout the economy. ... In addition, non-banks benefited from less bond issuance by banks, which helped to narrow spreads on ABS.
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
17 Mar 2021
RDP
PDF
1966KB
measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;. ... 18 series); interest rates and spreads (17); credit and money (14); debt securities outstanding (11);.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Table 4: Detected Repos with Non-rounded Simple Interest Rates. As a percentage of detected repos. ... 1. 4. 3. 10. 6. 12. 4. 4. 44. C3(ii): zero implied interest.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
The spread on Australian banks' short-term paper reached historical highs (Figure 1). ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
second-best collateral (i.e. semis) expands, while interest rates against first-best collateral. ... market remained information insensitive. Figure 3: TED Spread and Loans Outstanding by Market.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment
31 Jan 2023
RDP
2023-01
I compare the demand curves before and after the interest rate change using the same method. ... a) I transform the interest-rate-equivalent subjective discount rate to a subjective discount factor.
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html
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