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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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Inter-Govt Govt Inter- bank Govt Federal Treasury security Prime ...

3 Mar 2024 Statistics PDF 186KB
The German ‘Interbank overnight rate’ is the Euro OverNight Index Average rate (EONIA), which is an effective overnight rate computed as a weighted average of all overnight unsecured lending transactions in ... The Thai ‘Interbank overnight rate
https://www.rba.gov.au/statistics/tables/pdf/f14.pdf

Discussion of The Impact of Unconventional Monetary Policy on the Overnight Interbank Market

19 Dec 2013 Conferences PDF 91KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet-disc.pdf

Box D: Interbank Reference Rates

9 Aug 2012 SMP – August 2012 PDF 87KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/box-d.pdf

The Impact of Unconventional Monetary Policy on the Overnight Interbank Market

19 Dec 2013 Conferences PDF 1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
unsecured interbank market for overnight loans, termed the ‘cash rate’. Another key component of short-term interbank markets, besides the unsecured market, is the repo. ... lending to private banks in open market operations (OMO). Figure 1 plots
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

18 May 2017 RDP PDF 2157KB
For example, the ‘direct effect’ of interest rates is the difference between the overall inflation response and the response when the coefficients on the cash rate in the inflation equation are ... where the least squares residuals, ˆ tψ ,
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf

Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf

The Role of Collateral in Borrowing

14 Jan 2021 RDP PDF 1784KB
Heightened demand for high-quality collateral is. evident from the interest rate differential on collateralised loans across collateral types – rates for. ... Kelly and Olivan 2016; Becker and Rickards 2017). In the unsecured market, the overnight
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf

Recent Developments in Federal Reserve System Liquidity and Reserve Operations

22 Oct 2008 Conferences PDF 168KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/hilton.pdf

Bulletin June Quarter 2022

26 Sep 2022 Bulletin - June 2022 PDF 9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf