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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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
Data and Exposure Analysis
29 Sep 2015
RDP
2015-02
Realised exposures are now defined as any net variation margin receipt that exceeds the size of the initial margin set aside for that position. ... It should be noted that, to the extent that our estimates of net open interest are derived from current
https://www.rba.gov.au/publications/rdp/2015/2015-02/data-exposure-analysis.html