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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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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
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
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
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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Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
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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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
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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Rates Normalization Amid Elevated Global Financial Vulnerabilities

29 Dec 2022 Conferences PDF 1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf

The Australian Financial System in the 1990s | Conference – 2000

21 Jun 1990 Conferences
Marianne Gizycki and Philip Lowe
14.67. 15.27. Ratio of net interest income to assets. 3.00. 2.97. ... Leverage. 1.37. 0.62. Ratio of net interest income to assets. 0.47.
https://www.rba.gov.au/publications/confs/2000/gizycki-lowe.html

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

Credit Risk and the Macroeconomy: Evidence from an Estimated DSGE Model

20 Nov 2009 Research Workshop PDF 727KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/gilchrist.pdf

The Australian Financial System in the 2000s: Dodging the Bullet

13 Dec 2011 Conferences PDF 1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf

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