Search: Net interest margin

Sort by: Relevance Date
1–2 of 2 collapsed search results for 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.

Search Results

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Most connections in the model occur within a single period, although asset growth and end-period capital ratios may have implications for funding spreads and net interest income (hence profitability) in ... And growth in total assets positively
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html

Credit Loss Modelling

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
It also enables the scenario to incorporate changes in interest rates or fiscal policy, if desired. ... To simplify the modelling, we assume interest rates on business loans do not change.
https://www.rba.gov.au/publications/rdp/2022/2022-03/credit-loss-modelling.html