Search: Net interest spread
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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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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
Model Framework
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/model-framework.html
Appendix A: Model Specifications
20 Sep 2022
RDP
2022-03
NetIntInc. Net interest income ($). APRA (ARF_330.0). FireSaleLoss. Losses due to asset fire sales ($). ... The first component, net interest income ( NetIntInc. it. ), is further separated into interest income ( IntInc.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
The focus of the stress testing model is purely on solvency (net worth), not liquidity. ... This is a different approach to that of Brassil et al, who specify the feedback loop to occur via higher interest rates.) We use the coefficients from this model
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html