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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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. ... 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
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
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 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. ... 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/pdf/201503-central-clearing-of-repos-in-australia.pdf
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
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
These agreements provide for bilateral netting, daily settlement of net gains and losses (variation margin), and in some cases haircutting of collateral.4 AFMA noted that, as of three years ago, ... exchange of variation margin had become standard market
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.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
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper
15 Apr 2024
Consultations
PDF
506KB
However, this must strike a balance with the public interest in avoiding excessive regulatory burden, particularly on small enterprises. ... financial system, other relevant public interest considerations and the objectives of relevant stakeholders.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf
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