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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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
cap, determining the maximum maturity of detected repos, measured in whole days; interest. ... 1 per cent. Table 3: Estimating False Detection Rates using Placebo Interest Bounds.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
PDF
1774KB
Banks’ net interest margins (net interest income as a share of assets) equal their average lending rates ( ,A tr ), minus their average debt funding costs ( ,D tr ) times their ... Net interest margin. 1 1400. 1 1400. tt e A t D t t.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
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
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Firms' Price-setting Behaviour: Insights from Earnings Calls
11 Sep 2023
RDP
2023-06
For example, executives of commercial banks often provide updates and forecasts for net interest margins over the year ahead. ... y. t. l. e. t. where y. t. is the measure of interest.
https://www.rba.gov.au/publications/rdp/2023/2023-06/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
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
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Do Australian Households Borrow to Keep up with the Joneses?
8 Nov 2022
RDP
PDF
1659KB
questions relating to household finances, such as household net worth and debt portfolio, every four. ... 8 I examine the extensive margin by estimating the probability of holding debt across different types of debt.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-06.pdf
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
Unlike variable interest rates in a number of other countries, almost all variable-rate housing loans in Australia are set at the lenders’ discretion, rather than as a margin over a ... 40. 0. 10. 20. 30. 40. Long-term Short-term. % %. Note: Excludes
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
Jenner 2019). This low level of non-mining investment occurred despite declines in interest rates. ... The net effect on. measured productivity is ambiguous and will change over time.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
The Evolution of Payment Costs in Australia
11 Apr 2019
RDP
PDF
1298KB
5. Private Net Costs 33 5.1 MasterCard & Visa Credit Cards 36 5.2 Debit Cards 37 5.3 Cash 38. ... Finally, cheques are the most resource intensive of the payment methods considered by the study by a considerable margin, costing over $5 per transaction.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-14.pdf
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
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