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RBA Glossary definition for margin payment
margin payment – A payment made to meet a margin call, to cover an adverse movement in the price of physical assets, such as equities or units in managed funds, or derivatives, such as futures, options or swap contracts.
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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. ... We use the algorithm in Brassil, Hughson and McManus (2016) to identify which payments are interbank loans.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
Institutional Background and Data
20 Jan 2021
RDP
2021-01
The unsecured lending data come from a proprietary transaction-level dataset that contains all payments through the Reserve Bank Information and Transfer System (RITS). ... We use the algorithm in Brassil, Hughson and McManus (2016) to identify which
https://www.rba.gov.au/publications/rdp/2021/2021-01/institutional-background-and-data.html