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 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
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
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
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
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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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
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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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
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
Collateralisation under interoperability is modelled by Mägerle and Nellen (2011).Using a model of margin requirements in a multi-CCP environment, they show thatinteroperable CCPs would collect the same initial margins ... This is because the
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf