Search: Net interest margin
RBA Glossary definition for Net interest margin
Net interest margin – A measure of the difference between a bank�s interest earnings and interest expenses, expressed as a proportion of their interest-earning assets.
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Australian Economic and Financial Conditions
9 Mar 2023
RBA Annual Report
– 1963
Balance of Payments (£ million). Net Gold and Foreign Exchange Holdings Official and Banking Institutions. ( ... In May, interest rates on Special Bonds, which attracted net cash subscriptions of £31 million in 1962/63, were also reduced.
https://www.rba.gov.au/publications/annual-reports/rba/1963/aus-economic-and-financial-conditions.html
Note 15 – Financial Instruments and Risk
12 Apr 2020
RBA Annual Report
– 2020
In the RBA's case, market risk comprises foreign exchange risk and interest rate risk. ... The price of such securities rises when market interest rates decline, and it falls if market rates rise.
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html
Operations in Financial Markets
4 Sep 2008
RBA Annual Report
– 2008
This rate affects interest rates in other wholesale and retail markets, which in turn affect economic activity and inflation. ... These securities are subject to minimum credit-rating requirements and margins as high as 9 per cent, compared with a
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
RITS also facilitates the multilateral net settlement of interbank obligations arising from other systems. ... Net value of property settlement batches; each property settlement batch may involve a number of payments.
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Sep 2017
RBA Annual Report
– 2017
Market risk comprises foreign exchange risk and interest rate risk. Foreign exchange risk. ... Interest rate futures – As at 30 June 2017, the amount of credit risk on margin accounts associated with interest rate futures contracts held by the RBA was
https://www.rba.gov.au/publications/annual-reports/rba/2017/financial-statements/note-15.html
Note 15 – Financial Instruments and Risk | Financial Statements
16 Oct 2015
RBA Annual Report
– 2015
Market risk comprises: foreign exchange risk; interest rate risk; and other price risk. ... Interest rate futures – As at 30 June 2015, the amount of credit risk on margin accounts associated with interest rate futures contracts held by the RBA was
https://www.rba.gov.au/publications/annual-reports/rba/2015/fin-statements/note-15.html
Oversight of Clearing and Settlement Facilities
2 Oct 2009
PSB Annual Report
– 2009
ACH does not routinely collect margins in respect of participants' cash equity positions, but does calculate a notional margin amount for ASX 200 stocks. ... settlement outside of the single daily net batch process; and removing ACH derivatives margins
https://www.rba.gov.au/publications/annual-reports/psb/2009/oversight.html
Note 15 – Financial Instruments and Risk | Financial Statements
25 Sep 2017
RBA Annual Report
– 2017
Market risk comprises foreign exchange risk and interest rate risk. Foreign exchange risk. ... Interest rate futures – As at 30 June 2018, the amount of credit risk on margin accounts associated with interest rate futures contracts held by the RBA was
https://www.rba.gov.au/publications/annual-reports/rba/2018/financial-statements/note-15.html
Note 15 – Financial Instruments and Risk | Financial Statements
24 Oct 2016
RBA Annual Report
– 2016
on its obligations to: repay principal; make interest payments due on an asset; or settle a transaction. ... Interest rate futures – As at 30 June 2016, the amount of credit risk on margin accounts associated with interest rate futures contracts held
https://www.rba.gov.au/publications/annual-reports/rba/2016/financial-statements/note-15.html
Annual Performance Statement for 2016/17
25 Sep 2017
RBA Annual Report
– 2017
significantly. The historically low level of global interest rates provided challenges for the Bank in managing its holdings of foreign reserves. ... These charges reflect an assessment of the respective risks of these assets, mainly foreign exchange and
https://www.rba.gov.au/publications/annual-reports/rba/2017/annual-performance-statement.html