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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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List of tables

10 Mar 2006 FSR – March 2006
2004. $b. 2005. $b. Growth. Per cent. Income. Net interest income. ... b) Other market risks include commodity, equity, prepayment, volatility and credit-spread risk.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html

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

The Effects of Funding Costs and Risk on Banks' Lending Rates

10 Mar 2011 Bulletin – March 2011
Daniel Fabbro and Mark Hack
This has contributed to the increase of around 15 basis points in their average net interest margin from historical lows in 2008. ... Australian banks' net interest margins are largely driven by movements in interest rates on loans relative to debt
https://www.rba.gov.au/publications/bulletin/2011/mar/6.html

Domestic Financial Conditions

10 Nov 2023 SMP – November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html

2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Domestic Financial Conditions

4 Aug 2023 SMP – August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html

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

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Banks' net interest margins (NIMs) – the difference between their interest income and interest expenses (as a share of assets) – will fall with interest rates if spreads remain constant. ... So even if Australian banks' were able to maintain their
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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The Global and Macro-financial Environment

6 Oct 2023 FSR – October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html

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