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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
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
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
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