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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Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
In the extreme, after novation, the net exposure of a participant with exactly offsetting trades with different counterparties nets to zero. ... A CCP standardises the settlement of net gains and losses in the value of the collateral and the repo
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
haircut). If the net difference exceeds a threshold, ASX Collateral initiates a call for additional collateral. ... Participation requirements. Minimum net tangible assets requirement. Variation margin. At least daily.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html
Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
The CSA sets out arrangements for how and when a counterparty must provide collateral (such as pay margin) to offset adverse price movements, with this often calculated as a net requirement ... collateralised. Second, a more widespread use of variation
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html
Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Within the local market, trading was dominated by interest rate and foreign exchange (FX) derivatives, with only small amounts of activity in equity, commodity and credit derivatives. ... Given this, regulators are considering whether non-cleared
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html
Policy Options | A Variation to the Surcharging Standards: A Consultation Document December 2011 | Consultations
10 Dec 2011
Consultations
First, it has considered whether modification of the Standards to allow schemes to place a limit on surcharges is in the public interest, and second, it has considered the form that ... In particular, such a variation would be in the public interest
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/policy-options.html
Costs and Benefits of a Repo CCP – Issues for Consultation | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
If a repo CCP is desirable, what additional services should it provide in order to maximise the net benefits of central clearing? ... In contrast to haircuts on non-centrally cleared repos, initial margin is generally calculated on a portfolio basis.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/costs-benefits-repo-ccp.html
Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Consistent with developments in other core markets, such as that for over-the-counter (OTC) interest rate derivatives, central counterparty (CCP) clearing could improve market functioning and reduce systemic risk by ... Other system-wide and stability
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html
The RBA's Response to the Consultation on its Proposed RMBS Cash Flow Waterfall Reporting Template | Consultations
18 Jul 2013
Consultations
The RBA's Response to the Consultation on its Proposed RMBS Cash Flow Waterfall Reporting Template
https://www.rba.gov.au/publications/consultations/20130718-response-to-consultation-on-proposed-rmbs-cash-flow-waterfall-reporting-template.html
Concerns about Surcharging Practices | Review of Card Surcharging: A Consultation Document June 2011 | Consultations
7 Jun 2011
Consultations
This in turn would lead to a more efficient allocation of resources in the payments system, which is in the public interest. ... There is also some evidence to suggest that this margin tends to be quite wide for some industries and payment channels.
https://www.rba.gov.au/publications/consultations/201106-review-card-surcharging/concerns-surcharging-practices.html
OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
The G14 dealers are clearly dominant within the US dollar-denominated interest rate derivatives market. ... In aggregate, therefore, the net value of all bought and sold derivatives outstanding is zero.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html