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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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
capital ratios may have implications for funding spreads and net interest income (hence profitability). ... tax profits. Collectively, these components (net interest income and credit losses, along with the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
The NIM can be equivalently written as the net interest spread ( , ,A t D tr r ) plus the product of debt funding costs and the capital ratio. ... The net interest spread equals the weighted average of the unconstrained mortgage and business lending
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
demand. All else equal, lower interest rates are likely to directly impact bank profitability by eroding banks' net interest margins (NIMs). ... AUS. CAN. CHL. CZE. DEU. FRA. NOR. POL. SWE. CHE. Net interest margin (NIM).
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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The Evolving Structure of the Australian Financial System | Conference – 1996
9 Jul 1996
Conferences
Nonetheless, net interest income continues to provide the bulk of the aggregate profits of Australian banks, indicative of the fact that traditional intermediation services remain a central part of their overall ... This has typically involved very low
https://www.rba.gov.au/publications/confs/1996/edey-gray.html
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
This. contrasts with pre-COVID-19 policy announcements, which mainly affected expected interest. ... the future path of interest rates and premia based on data on yields.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
the continual net lending by the rest of the world reflecting the current account deficit of the balance of payments. ... and was seen by many as putting pressure on bank margins and loan interest rates.
https://www.rba.gov.au/publications/confs/2011/davis.html
Decomposing Supply and Demand Driven Inflation
23 Nov 2023
Conferences
PDF
1508KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-shapiro.pdf
References
26 Oct 2023
RDP
2023-07
Boer L, A Pescatori and M Stuermer (forthcoming), ‘Energy Transition Metals: Bottleneck for Net-Zero Emissions?’, Journal of the European Economic Association. ... Kilian L and X Zhou (2022), ‘Oil Prices, Exchange Rates and Interest Rates’,
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html
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OPTIMAL MONETARY POLICY WITH ENDOGENOUS CAPITAL AND A CREDIT FRICTION
15 Dec 2011
Research Workshop
PDF
406KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/hansen.pdf