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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
it. ) on the asset less the total cost of funding the position (TC. ... This suggests that TC. it. is a conservatively low estimate of the actual total cost of funding mortgages.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html

Opportunity Cost of Money Market Lending

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Footnotes. Banks report the cost of funding new mortgages to APRA every month, which we use to evaluate our estimate of TC. ... This suggests that TC. it. is a conservatively low estimate of the actual total cost of funding mortgages.
https://www.rba.gov.au/publications/rdp/2019/2019-09/opportunity-cost-of-money-market-lending.html

Estimating Funding Costs, Gross Returns and Net Returns

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
it. ) on the asset less the total cost of funding the position (TC.
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimating-funding-costs-gross-returns-and-net-returns.html