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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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In the repo market, moreover, there is more activity in the extensive margin (i.e. ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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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
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
Collateralisation under interoperability is modelled by Mägerle and Nellen (2011).Using a model of margin requirements in a multi-CCP environment, they show thatinteroperable CCPs would collect the same initial margins ... This is because the
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
The Apartment Shortage
30 Jul 2020
RDP
PDF
3814KB
but not Sydney or Melbourne. In net terms they tend to be offsetting. ... Table 3. makes additional allowances for interest and developer’s margins. These returns reflect.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-04.pdf
How Risky is Australian Household Debt?
19 Aug 2020
RDP
PDF
1880KB
vulnerabilities. For example, rising incomes or structurally lower nominal interest rates both allow. ... of falling interest rates and rising house prices. Table 3: Additional Regression Results.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-05.pdf
The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
The resultingchange in intermediaries' interest rate margins has been the subject of considerabledebate and comment over recent years.2. ... The smoothing means that at the trough of an interest rate cycle,margins are large.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
It is clear that the TFF reduced banks' funding costs and led to lower interest rates throughout the economy. ... Some papers examined both the extensive (i.e. participation in the TLTRO relative to non-participation) and intensive margin effects (i.e.
https://www.rba.gov.au/publications/rdp/2022/2022-07/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
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
22 Mar 2023
RDP
2023-03
It will also make it harder to conduct monetary policy, as it will mean lower potential growth and real neutral interest rates, increasing the likelihood that nominal interest rates hit the ... This low level of non-mining investment occurred despite
https://www.rba.gov.au/publications/rdp/2023/2023-03/full.html
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A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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