Search: Net interest spread

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RBA Glossary definition for Net interest spread

Net interest spread – A measure of the difference between a bank�s average rate of interest-bearing assets and its average rate of interest-bearing liabilities.

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Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
In the extreme, after novation, the net exposure of a participant with exactly offsetting trades with different counterparties nets to zero. ... Settlement netting. When calculating settlement obligations, the CCP nets trades by line of security and
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf

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. ... When the transaction matures, the reverse settlement (including the repo interest) is initiated and settled using the same process.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.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

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities

23 Nov 2023 Consultations PDF 511KB
overall strategy and major decisions reflect appropriately the legitimate interests of its direct. ... such title or interest is recognised by the facility’s rules and procedures;.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf

Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf

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. ... Settlement netting. When calculating settlement obligations, the CCP nets trades by line of security and
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html

Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
At the same time, new clearing services for interest rate derivatives have emerged. ... Active. LCH.Clearnet Ltd. Interest rate, equity, commodity. Active. FX. Proposed. NYSE Liffe.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.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

ISO 20022 Migration for the Australian Payments System – Issues Paper

7 Apr 2019 Consultations PDF 1644KB
A consultation paper issued by the Reserve Bank of Australia and the Australian Payments Council - April 2019
https://www.rba.gov.au/publications/consultations/201904-iso-20022-migration-for-the-australian-payments-system/pdf/issues-paper.pdf

A Variation to the Surcharging Standards: A Consultation Document - December 2011

16 Dec 2011 Consultations PDF 1016KB
Surcharging Standards
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/pdf/201112-variation-surcharging-standards.pdf