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RBA Glossary definition for interbank overnight rate

interbank overnight rate – The interbank overnight rate (also known as the cash rate) is the interest rate which banks pay or charge to borrow funds from or lend funds to other banks on an overnight unsecured basis. The Reserve Bank of Australia uses this rate as an operational target for the implementation of monetary policy. The Reserve Bank of Australia calculates and publishes this rate each day on the basis of data collected directly from banks. The interbank overnight rate has been published by the Reserve Bank of Australia since June 1998.

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The Future System for Monetary Policy Implementation

2 Apr 2024 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), Bloomberg Australia Briefing, Sydney
https://www.rba.gov.au/speeches/2024/sp-ag-2024-04-02.html

Identifying Interbank Loans from Payments Data

6 Dec 2016 RDP PDF 3267KB
References 41. 1. Introduction. The average interest rate on unsecured overnight interbank loans – the cash rate – is the. ... have been no deviations since 2010 (Figure 1). Figure 1: Daily Interbank Overnight Cash Rate.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf

Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008

14 Jul 2008 Conferences
E Philip Davis
These combined features led to the emergence of historically large interest rate premia – and quantity-rationing of funds – in the domestic interbank markets in the United States, the United Kingdom and ... Extreme tightness of the interbank market
https://www.rba.gov.au/publications/confs/2008/davis.html

Appendix A: Data

31 Dec 2014 RDP 2014-11
Josef Manalo, Dilhan Perera and Daniel Rees
RDP 2014-11: Exchange Rate Movements and the Australian Economy Appendix A: Data. ... Overnight cash rate: Overnight cash rate, averaged over the quarter. Nominal official cash rate until June 1998, and then the interbank overnight rate (RBA statistical
https://www.rba.gov.au/publications/rdp/2014/2014-11/appendix-a.html

Interest Rate Benchmarks

8 Sep 2017 Speech
Guy Debelle
Speech delivered by Guy Debelle, Deputy Governor, at the FINSIA Signature Event: The Regulators, Sydney
https://www.rba.gov.au/speeches/2017/sp-dg-2017-09-08.html

A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market

5 Feb 2018 RDP PDF 1627KB
literature. We then use our density-based estimator to analyse the Australian overnight interbank market,. ... The Interbank Overnight Cash Market 3. 3. The Network Structure of the IBOC Market 4.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf

The Cash Market in Australia

31 Jan 2006 RDP PDF 245KB
The weighted average of these two rates is called the official cash rate. ... float" interest rate on this amount overnight - as it does on all uncleared payments.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9214.pdf

Financial Conditions and Downside Risk to Economic Activity in Australia

23 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
FCIs are constructed as a weighted average of a broad range of indicators, including asset prices, credit, money, interest rates and the exchange rate. ... Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR).
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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Market Operations in the Past Year

31 Oct 2008 Speech
Guy Debelle
Speech by Guy Debelle to the 2008 FTA Congress, Melbourne
https://www.rba.gov.au/speeches/2008/sp-ag-311008.html

The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
This has resulted in market segmentation and creates a wedge in money market rates because overnight rates for depository institutions cannot trade below the floor of the corridor, while the rates ... Thus the effective federal funds rate, which is
https://www.rba.gov.au/publications/confs/2013/singh.html