Search: overnight loans
RBA Glossary definition for overnight loans
overnight loans – Loans, which are recallable, repayable or renegotiable the next day, usually by 11.00 am.
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Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
interest rate on 1-month overnight indexed swaps (OIS).16 We refer to this as the ‘target’ shock as. ... Unlike futures contracts which refer to the. overnight rate in a particular calendar month, the maturity in the OIS contract is fixed.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
The ex post performance of each bank's loan portfolio is also observed by the public. ... institutions with higher profitability, higher capital ratios, and fewer problem loans pay lower rates.
https://www.rba.gov.au/publications/confs/2013/allen-carletti.html
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
2 basis points below the overnight indexed swap (OIS) rate (Figure 3).11 This relationship between. ... other ADIs on an overnight unsecured basis. This measure is also known as the interbank overnight.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Appendix B: Data Descriptions and Sources
31 Dec 2005
RDP
2005-06
Break adjustment occurs for various reasons (for example, the securitisation of loans). ... Nominal official cash rate until June 1998, and then the interbank overnight rate (Reserve Bank of Australia).
https://www.rba.gov.au/publications/rdp/2005/2005-06/appendix-b.html
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The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
The model itself is not new, having been used in the syndicated loan market for years. ... In principle, the cushion could take the form of loan-loss provisions as well as capital.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
Introduction | Conference – 1997
21 Jul 1997
Conferences
the instrument is the overnight interest rate. ... Rising asset prices create collateral for additional loans. This is exactly as it should be if the asset-price increases are based on fundamentals.
https://www.rba.gov.au/publications/confs/1997/intro-97.html
The Australian Financial System in the 2000s: Dodging the Bullet
13 Dec 2011
Conferences
PDF
1104KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/davis.pdf
Prudential Supervision | Conference – 1991
21 Jun 1991
Conferences
Of course, the major banks are by no means untouched by loan losses. ... however intrusive and costly, can prevent banks from writing bad loans or making losses.
https://www.rba.gov.au/publications/confs/1991/thompson.html
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
The Australian Money Market
1 May 1987
RDP
8702
rates will result in a gradual and continued change in loans to dealers. ... Since dealers can always acquire same day funds by borrowing from non-banks, dealers will only borrow if overnight rates rise to the level of the lender of last resort loan
https://www.rba.gov.au/publications/rdp/1987/8702/the-australian-money-market.html
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