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 Model
22 Nov 2016
RDP
2016-07
These assets have low yields, and thus posting margin carries an opportunity cost. ... That is, expenditure on consumption, purchases of OTC derivatives, margin requirements and the CCP default fund contribution must be less than or equal to the (net)
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
These assets have low yields, and thus posting margin carries an opportunity cost. ... That is, expenditure on consumption, purchases of OTC derivatives, margin requirements and the CCP default fund contribution must be less than or equal to the (net)
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
Appendix A: Trader Behaviour and Solution Method
22 Nov 2016
RDP
2016-07
large discrete jumps as margin requirements or default bounds move past one of the tail quadrature nodes. ... Footnote. There are a few exceptions, such as market-agreed coupon interest rate swaps and standardised credit index derivatives.
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-a.html