Search: margin payment

Sort by: Relevance Date
110 of 1,512 search results for 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

Household and Business Finances in Australia

6 Apr 2023 FSR – April 2023
Household and Business Finances in Australia | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/household-business-finances.html

Submissions

8 May 2024 Submissions
Index of Documents commissioned by or prepared for Parliament, its committees, and other public inquiries
https://www.rba.gov.au/publications/submissions/

Financial Stability Review

15 Nov 2023 FSR - October 2023 PDF 4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf

List of tables

10 Mar 2006 FSR – March 2006
Total. 100.0. 15.3. 10.0. Memo: Margin loans. (a). 16.5. 15.3. 31.0. ... Margin loans feature in both revolving and fixed credit owing to differences in reporting across lenders.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
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
See 8 more results from "RDP 2015-02"

Results

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
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
See 10 more results from "RDP 2016-07"

What are Interest Margins? | International Comparisons of Bank Margins – August 1994 | Bank Fees and Margins | Submissions

1 Aug 1994 Submissions
Because of the existence of these liabilities, the interest spread will usually be smaller than the net interest margin. ... The presence of ‘non-accrual’ loans – i.e. those loans on which interest payments have fallen into arrears – also affects
https://www.rba.gov.au/publications/submissions/financial-sector/international-comparisons-of-bank-margins/what-are-interest-margins.html

FSR March 2007 List of tables

10 Mar 2007 FSR – March 2007
Margin loans feature in both revolving and fixed credit owing to differences in reporting across lenders. ... 33. Household debt to GDP. –. 102.8. 34. Household debt service and principal payments to income.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html

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

5.4 Focus Topic: Interest Rate Risk

6 Oct 2023 FSR – October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html