IRRBB and Margin: Difference between pages

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''Bank supervision - capital adequacy.''
1. ''Accounting''.


Interest Rate Risk in the Banking Book.
Profit margin measures the surplus of revenues over relevant costs, often expressed as a percentage.


The risk associated with a change in interest rates and affecting a bank's banking book, as opposed to its trading book.
 
2. ''Banking''.
 
Net interest margin (NIM).
 
 
3. ''Bank lending''.
 
Lending margin is a percentage amount added to a market reference rate, to calculate the total rate of interest payable by a borrower.
 
 
4. ''Derivatives markets''.
 
Margin is a refundable cash deposit payable by market participants to protect other participants in the market against the risk of a default.
 
 
5. ''Financing''.
 
An amount built in to an interest rate or discount rate charged to a client to cover risk and a level of profit for the finance provider.
 
 
6. ''Secured lending''.
 
An amount deducted from the value of an asset used as collateral, to calculate the maximum amount of any loan to be secured against the asset.
 
Also known as a 'haircut'.




== See also ==
== See also ==
* [[Banking book]]
* [[Collateral]]
* [[Basis risk]]
* [[Futures]]
* [[Capital adequacy]]
* [[Haircut]]
* [[EVE]]
* [[Initial margin]]
* [[Interest rate risk]]
* [[Maintenance margin]]
* [[Market risk]]
* [[Margin call]]
* [[MCRMR]]
* [[Margin risk]]
* [[MRBB]]
* [[NII]]
* [[NII]]
* [[Shock]]
* [[NIM]]
* [[Trading book]]
* [[Stepped margin]]
* [[Yield curve risk]]
* [[Tax sparing]]
* [[Variation margin]]
* [[WGMR]]

Revision as of 14:46, 24 August 2016

1. Accounting.

Profit margin measures the surplus of revenues over relevant costs, often expressed as a percentage.


2. Banking.

Net interest margin (NIM).


3. Bank lending.

Lending margin is a percentage amount added to a market reference rate, to calculate the total rate of interest payable by a borrower.


4. Derivatives markets.

Margin is a refundable cash deposit payable by market participants to protect other participants in the market against the risk of a default.


5. Financing.

An amount built in to an interest rate or discount rate charged to a client to cover risk and a level of profit for the finance provider.


6. Secured lending.

An amount deducted from the value of an asset used as collateral, to calculate the maximum amount of any loan to be secured against the asset.

Also known as a 'haircut'.


See also