Search: Net interest margin

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1–4 of 4 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.

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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
2. Estimating Funding Costs, Gross Returns and Net Returns. The net return (NR. ... Figure 8: Sensitivity of Net Returns. Net returns at alternative debt funding rates.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html

Sensitivity Analysis

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Figure 8: Sensitivity of Net Returns. Net returns at alternative debt funding rates. ... the return to slightly more favourable net returns as described in this paper.
https://www.rba.gov.au/publications/rdp/2019/2019-09/sensitivity-analysis.html

Introduction

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Figure 1: Money Market and Lending Interest Rates. Spread to overnight indexed swaps, various terms. ... The relative cost of debt funding has not only eroded narrow trading margins, but has made such trades unprofitable over much of the past decade.
https://www.rba.gov.au/publications/rdp/2019/2019-09/introduction.html

Estimating Funding Costs, Gross Returns and Net Returns

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Estimating Funding Costs, Gross Returns and Net Returns. Belinda Cheung and Sebastien Printant. ... Since then, money market interest rates have persistently diverged. Figure 2: Gross Return on Money Market Trades.
https://www.rba.gov.au/publications/rdp/2019/2019-09/estimating-funding-costs-gross-returns-and-net-returns.html