Search: margin payment
RBA Glossary definition for margin payment
margin payment – A payment made to meet a margin call, to cover an adverse movement in the price of physical assets, such as equities or units in managed funds, or derivatives, such as futures, options or swap contracts.
Search Results
Central Counterparty Margin Frameworks
7 Dec 2017
Bulletin
– December 2017
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html
Competition: Profitability and Margins | Conference – 1991
21 Jun 1991
Conferences
Intuition suggests that a fair slice of “payments systems” costs must be loaded into this $3 margin per $100 of assets. ... Suffice to say at this juncture that margins on international business were slim relative to the average margin achieved in
https://www.rba.gov.au/publications/confs/1991/phelps.html
Bank Interest Rate Margins
10 May 1992
Bulletin
– May 1992
Graph 1C. As indicators of margins, however, these measures are simplistic and misleading. ... The most useful measure of banks' margins is the average net spread – i.e.
https://www.rba.gov.au/publications/bulletin/1992/may/1.html
Costs and Margins in the Retail Supply Chain
10 Jun 2012
Bulletin
– June 2012
These gross margins represent a payment for the services provided by distribution firms acting as intermediaries between manufacturers and consumers. ... 52. 48. Sources: ABS; RBA. Distributors' gross margins can be divided into a wholesale and retail
https://www.rba.gov.au/publications/bulletin/2012/jun/2.html
Bulletin
18 Apr 2024
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/
Competition and Profit Margins in the Retail Trade Sector
20 Jun 2019
Bulletin
– June 2019
Net profit margins have declined for both food and non-food retailers over recent years.
https://www.rba.gov.au/publications/bulletin/2019/jun/competition-and-profit-margins-in-the-retail-trade-sector.html
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
English (2002) studies the link between interest rate risk and bank interest rate margins in ten industrialised countries. ... Genay and Podjasek (2014) also find that persistently low interest rates depress US banks' net interest margins.
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.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. ... In the non-centrally cleared case, by contrast, if a bank cannot meet its variation margin payment in full, it pays nothing at all.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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Results
22 Nov 2016
RDP
2016-07
This makes margin costly because current consumption is more valuable than future consumption. ... Figure 8 highlights that higher margin requirements (measured relative to the standard deviation of y.
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
In the case of central clearing, variation margin payments/receipts are multilaterally netted across all counterparties. • ... j. These outgoing variation margin payments are compared with the banks’ liquid assets.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf