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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SME Access to Intermediated Credit: What Do We Know and What Don't We Know? | Conference – 2015
19 Mar 2015
Conferences
In the interest of time, I will only consider the debt side of SME finance. ... some market power to ensure that its investment has a positive net present value (Petersen and Rajan 1995).
https://www.rba.gov.au/publications/confs/2015/udell.html
Three Australian Asset-price Bubbles | Conference – 2003
18 Aug 2003
Conferences
Wigmore (1985) calculates that margin loans amounted to about 18 per cent of market capitalisation in October 1929. ... Instead, assumptions about future dividend growth and interest rates need to be made.
https://www.rba.gov.au/publications/confs/2003/simon.html
Banking in the 21st Century: The Transformation of an Industry | Conference – 1996
9 Jul 1996
Conferences
the supply price of financial intermediation may have risen and the lending margin widened;. ... 4.1.3 Own margin. Clearly, if the banks' supply price of financial intermediation rises (as measured by the interest margin) banks may become relatively less
https://www.rba.gov.au/publications/confs/1996/llewellyn.html
What the FOMC Says and Does When the Stock Market Booms | Conference – 2003
18 Aug 2003
Conferences
2. Should Interest Rates Respond to Asset Prices? The State of the Debate. ... While margin accounts may be small, that doesn't mean they aren't important.
https://www.rba.gov.au/publications/confs/2003/cecchetti.html
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
Variation margin is calculated as the net change in the value of derivative positions due to observed price movements, with netting occurring across products and/or counterparties covered by a given ... Accordingly, variation margin is based on net
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
Capital Flows, Hedge Funds and Market Failure: A Hong Kong Perspective | Conference – 1999
9 Aug 1999
Conferences
Such regimes could regulate capital adequacy, margin levels and currency mismatch limits of margin forex operators.). ... Higher capital charges for regulated counterparties dealing with non-complying entities. Regulated counterparties to impose higher
https://www.rba.gov.au/publications/confs/1999/yam.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
2. Estimating Funding Costs, Gross Returns and Net Returns. The net return (NR. ... Figure 8: Sensitivity of Net Returns. Net returns at alternative debt funding rates.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Valuing Safety and Privacy in Retail Central Bank Digital Currency
11 Apr 2024
RDP
2024-02
2023) and increased web search interest for banking stress topics in Australia (Figure 3, top panel). ... Figure 3: Web Search Interest in Australia. October 2017 to September 2022 average = 100.
https://www.rba.gov.au/publications/rdp/2024/2024-02/full.html
Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017
16 Mar 2017
Conferences
referred to as the ‘financial accelerator’ mechanism), for example, through the procyclicality of borrower net worth. ... Bernanke and Gertler argue that this deadweight loss varies inversely with borrower net worth.
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html
Contagion Analysis
29 Sep 2015
RDP
2015-02
Bank i's total outgoing variation margin payments are. , summing over all positive net obligations to counterparties j. ... VMGH therefore allows for partial payment of variation margin obligations by a CCP.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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