Search: interbank overnight rate
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 Interbank Overnight Cash Market
14 Feb 2018
RDP
2018-01
Download the Paper 1,628. KB. Banks use the market for unsecured overnight interbank loans (IBOC market) to manage their liquidity. ... The RBA, and many other central banks, have historically relied on surveys to collect information about overnight
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-interbank-overnight-cash-market.html
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
1 Feb 2018
RDP
2018-01
2. The Interbank Overnight Cash Market. Banks use the market for unsecured overnight interbank loans (IBOC market) to manage their liquidity. ... The RBA, and many other central banks, have historically relied on surveys to collect information about
https://www.rba.gov.au/publications/rdp/2018/2018-01/full.html
Introduction
14 Feb 2018
RDP
2018-01
Haldane (2009). The market for unsecured overnight interbank loans in Australia, known as the interbank overnight cash (IBOC) market, is a pivotal financial market. ... There have recently been several studies that analyse interbank markets with the
https://www.rba.gov.au/publications/rdp/2018/2018-01/introduction.html
The Network Structure of the IBOC Market
14 Feb 2018
RDP
2018-01
But it is around half the average density of the UK overnight interbank market (Wetherilt et al 2010) and is comparable to the Italian overnight interbank market (Fricke and Lux 2015). ... This is consistent with previous work on overnight interbank
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-network-structure-of-the-iboc-market.html
The Core/Periphery Structure of the IBOC Market
14 Feb 2018
RDP
2018-01
RDP 2018-01: A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market 7. ... Our findings are consistent with those of other overnight interbank markets.
https://www.rba.gov.au/publications/rdp/2018/2018-01/the-core-periphery-structure-of-the-iboc-market.html