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.
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Box A: Recent Developments in Net Interest Income in the Chinese Banking System
25 Sep 2013
FSR
September 2013
PDF
794KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/box-a.pdf
The Australian Economy and Financial Markets
14 Mar 2024
Chart Pack
PDF
5787KB
The Australian Economy and Financial Markets - March 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
discretionary assets and costs of funding, these decisions combine to form banks’ net interest. ... their lending spreads while interest rates were falling, this spread compression in 2021 could be the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Our analysis confirms the empirical. regularity that declining interest rates reduce banks’ net interest margins. ... Keywords: interest rates, bank profitability, net interest margin, monetary policy. Table of Contents.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
cap, determining the maximum maturity of detected repos, measured in whole days; interest. ... 10 000. no. Percentage point spread. Detected in. (negative) placebo. interest bounds.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
capital ratios may have implications for funding spreads and net interest income (hence profitability). ... tax profits. Collectively, these components (net interest income and credit losses, along with the.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
The NIM can be equivalently written as the net interest spread ( , ,A t D tr r ) plus the product of debt funding costs and the capital ratio. ... The net interest spread equals the weighted average of the unconstrained mortgage and business lending
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf