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.
Search Results
Competition: Profitability and Margins | Conference – 1991
21 Jun 1991
Conferences
$120.00. $4.56. 3.80%. Table 5 Interest Spreads. (per cent). 1986. 1987. ... The interest rate spread had grown to 2.0 per cent in 1988, the ratio of net interest income to average assets to 2.85 per cent, and the ratio of
https://www.rba.gov.au/publications/confs/1991/phelps.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
Therefore, changes in the cash rate do not have the mechanical effect on net interest spreads that they would if assets and liabilities repriced at different speeds. ... The change in the no-/low-interest spread now contributes a similar amount to the
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html
BA-MARTIN in Detail
18 Jan 2022
RDP
2022-01
The NIM can be equivalently written as the net interest spread ( r. ... The net interest spread equals the weighted average of the unconstrained mortgage and business lending spreads. (.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
See 9 more results from "RDP 2022-01"
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
The negative effects of low interest rates on net interest income are counterbalanced by positive effects on other components of profits. ... Genay and Podjasek (2014) also find that persistently low interest rates depress US banks' net interest margins.
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
The Consequences of Low Interest Rates for the Australian Banking Sector
21 Dec 2022
RDP
2022-08
Banks' net interest margins (NIMs) – the difference between their interest income and interest expenses (as a share of assets) – will fall with interest rates if spreads remain constant. ... So even if Australian banks' were able to maintain their
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
See 8 more results from "RDP 2022-08"
Regulatory Competition and the “Generic” Financial-Services Firm | Conference – 1991
21 Jun 1991
Conferences
Every financial-services firm (FSF) seeks to earn a return on assets large enough to create a positive net interest spread over its total funding costs. ... Net interest spread is the profit margin that exists between explicit and implicit interest paid
https://www.rba.gov.au/publications/confs/1991/kane.html
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
discretionary assets and costs of funding, these decisions combine to form banks’ net interest. ... their lending spreads while interest rates were falling, this spread compression in 2021 could be the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Our analysis confirms the empirical. regularity that declining interest rates reduce banks’ net interest margins. ... Keywords: interest rates, bank profitability, net interest margin, monetary policy. Table of Contents.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
cap, determining the maximum maturity of detected repos, measured in whole days; interest. ... 10 000. no. Percentage point spread. Detected in. (negative) placebo. interest bounds.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf