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 Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
the covered interest parity condition has been well documented.2 Possible explanations include. ... under swap) we find the net return becomes more negative as borrower creditworthiness.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
5. Private Net Costs 33 5.1 MasterCard & Visa Credit Cards 36 5.2 Debit Cards 37 5.3 Cash 38. ... Finally, cheques are the most resource intensive of the payment methods considered by the study by a considerable margin, costing over $5 per transaction.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
Financial Health and Employment in the Business Sector: A Non-linear Relationship
15 Feb 2024
Bulletin
- September 2023
PDF
603KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/financial-health-and-employment-in-the-business-sector-a-non-linear-relationship.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
Variation margin is calculated as a net payment/receipt, based on observed price changes across all products covered by the clearing arrangement. ... Realised exposures are now defined as any net variation margin receipt that exceeds the size of the
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
second-best collateral (i.e. semis) expands, while interest rates against first-best collateral. ... the extensive margin (i.e. number of counterparties borrowed from), consistent with collateral.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Bank Funding and the Recent Tightening of Monetary Policy
17 Apr 2024
Bulletin
- April 2024
PDF
1208KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bank-funding-and-the-recent-tightening-of-monetary-policy.pdf
Some Recent Banking Developments
5 Feb 2003
Bulletin
PDF
69KB
net interest margin, which is usually taken tomean banks’ net interest income divided bytheir interest-earning assets. ... The first episodein this continuing discussion involvedcalculating the net interest margin for themajor Australian banks and
https://www.rba.gov.au/publications/bulletin/1994/oct/pdf/bu-1094-3.pdf
Some Current Issues in Banking
12 Nov 2002
Bulletin
PDF
85KB
This is the ‘net’ interest margin (or ‘spread’)shown in Graph 6. ... This gives the ‘gross’interest margin (or ‘spread’), also shown inGraph 6; its level is a little higher but it showsmuch the same trend as the net interestmargin.
https://www.rba.gov.au/publications/bulletin/1994/jun/pdf/bu-0694-2.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;. ... derivatives, like US dollar interest rate swaps. 4 Bilateral margin can also provide partial protection; however, we do not consider it in this paper in
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Bulletin December Quarter 2021
9 Dec 2021
Bulletin
- December 2021
PDF
3608KB
https://www.rba.gov.au/publications/bulletin/2021/dec/pdf/bulletin-2021-12.pdf