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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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Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999

9 Aug 1999 Conferences
Joseph CK Yam
A single counterparty's exposure, as measured by the replacement value, net of collateral, is often small and manageable in normal market conditions. ... Market participants: Once the marketplace or transactions can be brought under a regulatory net,
https://www.rba.gov.au/publications/confs/1999/yam.html

Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005

11 Jul 2005 Conferences
Hyun Song Shin
1. Introduction. Monetary policy works by manipulating asset prices, especially long-term interest rates. ... Signals emanating from the financial markets – in the form of low long-term interest rates, compressed yield spreads and low implied
https://www.rba.gov.au/publications/confs/2005/shin.html

Household Leverage and the Recession

19 Dec 2019 Research Workshop PDF 1138KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-jones.pdf

The Term Funding Facility: Has It Encouraged Business Lending?

13 Dec 2022 RDP 2022-07
Sharon Lai, Kevin Lane and Laura Nunn
It is clear that the TFF reduced banks' funding costs and led to lower interest rates throughout the economy. ... In addition, non-banks benefited from less bond issuance by banks, which helped to narrow spreads on ABS.
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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SME Access to Intermediated Credit: What Do We Know and What Don't We Know? | Conference – 2015

19 Mar 2015 Conferences
Gregory F Udell
In the interest of time, I will only consider the debt side of SME finance. ... some market power to ensure that its investment has a positive net present value (Petersen and Rajan 1995).
https://www.rba.gov.au/publications/confs/2015/udell.html

Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?

10 Feb 2020 Conferences PDF 1690KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-borio-hofmann.pdf

Financial Conditions and Downside Risk to Economic Activity in Australia

17 Mar 2021 RDP PDF 1966KB
measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;. ... 18 series); interest rates and spreads (17); credit and money (14); debt securities outstanding (11);.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf

Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017

16 Mar 2017 Conferences
Adam Cagliarini and Fiona Price
referred to as the ‘financial accelerator’ mechanism), for example, through the procyclicality of borrower net worth. ... Bernanke and Gertler argue that this deadweight loss varies inversely with borrower net worth.
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
The spread on Australian banks' short-term paper reached historical highs (Figure 1). ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective

7 Dec 2006 Conferences PDF 37KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/yam.pdf