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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Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
It is difficult to know the net effect of these factors and so we use the minimum loss rate of the paper denominations to estimate a lower bound and the maximum ... If the net effect of all these potential issues had large effects on banknote life, we
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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Wage Growth Puzzles and Technology
21 Sep 2018
RDP
PDF
1423KB
prices and increase profit margins rather than passing most of it on to their workforce in higher. ... confidence in keeping interest rates lower for longer. A fair amount of work has been done on how the growing take-up of information and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-10.pdf
Wage Growth Puzzles and Technology
1 Sep 2018
RDP
2018-10
forward, central banks can have more confidence in keeping interest rates lower for longer. ... studies in order to put the more recent productivity divergence explanations that are of primary interest into a broader context.
https://www.rba.gov.au/publications/rdp/2018/2018-10/full.html
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The Algorithm Performance
15 Aug 2018
RDP
2018-09
Table 4: Detected Repos with Non-rounded Simple Interest Rates. As a percentage of detected repos. ... 1. 4. 3. 10. 6. 12. 4. 4. 44. C3(ii): zero implied interest.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-algorithm-performance.html
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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
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
model without housing. These regularities include the sensitivity of housing investment to interest. ... In our. 4 Interest on ‘margin loans’ used to purchase equities is treated similarly to interest on housing loans.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
The GFC Investment Tax Break
1 Jun 2018
RDP
2018-07
where β. RD. is the regression discontinuity estimate, Y. i. is the variable of interest, X. ... met. The coefficient of interest, β, captures the discontinuity at the revenue threshold.
https://www.rba.gov.au/publications/rdp/2018/2018-07/full.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
relatively high sensitivity of housing investment to changes in interest rates (e.g. ... t. is the nominal interest rate factor, and starred variables denote foreign quantities.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Related Literature and Theory
6 Jun 2017
RDP
2017-03
Somewhat relatedly, Hong and Yogo (2012) find a positive relationship between total open interest and commodity futures returns. ... However, they suggest that this reflects the fact that total open interest provides a more reliable signal about future
https://www.rba.gov.au/publications/rdp/2017/2017-03/related-literature-and-theory.html
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Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
evidence supporting the net hedging pressure theory. Using longer samples and more commodities. ... indicates that commodities markets are somewhat segmented. As such, the net hedging pressure.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf