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
Identifying Repo Market Microstructure from Securities Transactions Data
1 Aug 2018
RDP
2018-09
Table 4: Detected Repos with Non-rounded Simple Interest Rates. As a percentage of detected repos. ... 1. 4. 3. 10. 6. 12. 4. 4. 44. C3(ii): zero implied interest.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
See 5 more results from "RDP 2018-09"
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
As a result, the spread between the median interest rate for more and less risky companies is elevated. ... A relaxation of lending standards leads to lower interest rate spreads (for a given company profile), which encourages more investment.
https://www.rba.gov.au/publications/rdp/2018/2018-05/full.html
See 6 more results from "RDP 2018-05"
The Balance of Payments | Conference – 1990
21 Jun 1990
Conferences
and the stock of net foreign liabilities is not growing relative to GDP. ... Also, relatively high interest rates in Australia have encouraged a retail investor base in Europe.
https://www.rba.gov.au/publications/confs/1990/tease.html
The Real Effects of Debt Covenants: Evidence from Australia
25 Oct 2022
RDP
2022-05
by requiring that the firm maintains leverage below or net worth above certain thresholds. ... μ. ε. i. ,. t. The parameter of interest is the differential time trend coefficients,.
https://www.rba.gov.au/publications/rdp/2022/2022-05/full.html
See 3 more results from "RDP 2022-05"
A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
See 5 more results from "RDP 2019-01"
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
As expected, these spreads are strongly correlated with the Australian BBB corporate to 10-year Australian government bond yield spread over the common sample with a correlation of around 0.5 ... While the estimated coefficients on domestic business
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
See 16 more results from "RDP 2020-01"
The Effect of Mortgage Debt on Consumer Spending: Evidence from Household-level Data
1 Jul 2019
RDP
2019-06
Household spending depends on current net wealth, as well as current and expected future income. ... h,t 1. ) as the key variable of interest, household disposable income (Y.
https://www.rba.gov.au/publications/rdp/2019/2019-06/full.html
See 5 more results from "RDP 2019-06"
Reforming the International Financial Architecture: Limiting Moral Hazard and Containing Real Hazard | Conference – 1999
9 Aug 1999
Conferences
At the time of this peak, interest rate spreads for emerging market borrowers fell to an exceptionally low level. ... Interest rate spreads for emerging market borrowers went through the roof, and most countries were effectively frozen out of the market
https://www.rba.gov.au/publications/confs/1999/mussa.html
Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
Volatility. Spot-futures spread. Inventories. Real interest rate. Risk. Hypothesised sign on coefficient. /. ... Period after. World real GDP. Volatility. Spot-futures spread. Inventories. Real interest rate.
https://www.rba.gov.au/publications/confs/2009/frankel-rose.html
Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
It is difficult to know the net effect of these factors and so we use the minimum loss rate of the paper denominations to estimate a lower bound and the maximum ... If the net effect of all these potential issues had large effects on banknote life, we
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
See 4 more results from "RDP 2018-12"