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 Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
TLTRO series were effective in increasing loan supply or decreasing interest rates for participating. ... £1 increase in net lending would grant a bank £1 of additional allowance.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
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
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
In the repo market, moreover, there is more activity in the extensive margin (i.e. ... β. ). ε. l. b. d. m. where. β. is the coefficient vector of interest.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
the covered interest parity condition has been well documented.2 Possible explanations include. ... under swap) we find the net return becomes more negative as borrower creditworthiness.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
Variation margin is calculated as a net payment/receipt, based on observed price changes across all products covered by the clearing arrangement. ... Realised exposures are now defined as any net variation margin receipt that exceeds the size of the
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Do Australian Households Borrow to Keep up with the Joneses?
10 Nov 2022
RDP
2022-06
Table B1: Probability of Holding Debt – Extensive Margin. Effects of a 1 standard deviation increase in Gini coefficient. ... 0.00. Financial assets. 0.00. 0.00. Liquid net worth. 0.00. 0.00. No of observations.
https://www.rba.gov.au/publications/rdp/2022/2022-06/full.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
second-best collateral (i.e. semis) expands, while interest rates against first-best collateral. ... the extensive margin (i.e. number of counterparties borrowed from), consistent with collateral.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
central clearing requirements for certain interest rate derivatives (APRA, ASIC and RBA 2015;. ... derivatives, like US dollar interest rate swaps. 4 Bilateral margin can also provide partial protection; however, we do not consider it in this paper in
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
13 Dec 2022
RDP
2022-07
It is clear that the TFF reduced banks' funding costs and led to lower interest rates throughout the economy. ... Some papers examined both the extensive (i.e. participation in the TLTRO relative to non-participation) and intensive margin effects (i.e.
https://www.rba.gov.au/publications/rdp/2022/2022-07/full.html
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A Model of the Australian Housing Market
1 Mar 2019
RDP
2019-01
It estimates responses to interest rates, allowing for feedback between quantities and prices. ... Figure 6 shows our estimated response of dwelling investment to real interest rates.
https://www.rba.gov.au/publications/rdp/2019/2019-01/full.html
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