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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Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
As a result, the spread between the median interest rate for more and less risky companies is elevated. ... A relaxation of lending standards leads to lower interest rate spreads (for a given company profile), which encourages more investment.
https://www.rba.gov.au/publications/rdp/2018/2018-05/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
money market and lending rate spreads. The spread between the 3-month bank-accepted bill (BAB). ... domestic business lending spreads and the US corporate bond spread decline, they remain.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
The relevant interest rate is derived from RBA statistical table ‘F5 Indicator Lending Rates’. ... the poor hand-to-mouth, who have zero or negative net illiquid assets.
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
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The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
Interest spreads on ‘speculative grade’ corporate bonds have been identified in the literature as a reasonable proxy of the external finance premium and hence credit frictions (Bernanke and Gertler 1995; ... An alternative is to use interest
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
As expected, these spreads are strongly correlated with the Australian BBB corporate to 10-year Australian government bond yield spread over the common sample with a correlation of around 0.5 ... While the estimated coefficients on domestic business
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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The Real Effects of Debt Covenants: Evidence from Australia
25 Oct 2022
RDP
2022-05
by requiring that the firm maintains leverage below or net worth above certain thresholds. ... μ. ε. i. ,. t. The parameter of interest is the differential time trend coefficients,.
https://www.rba.gov.au/publications/rdp/2022/2022-05/full.html
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The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
Household spending depends on current net wealth, as well as current and expected future income. ... h,t 1. ) as the key variable of interest, household disposable income (Y.
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
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How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
1. The cost of debt – including the real interest rate, the spread between BBB and AAA. ... interest rate spreads in the global economy. 10 Inflation should not impact perceptions of the cost of debt unless households suffer money illusion.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
Factors. boosting demand include interest rates, taxes, financialisation and immigration at a national level. ... but not Sydney or Melbourne. In net terms they tend to be offsetting.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf