Search: Close-out netting
RBA Glossary definition for Close-out netting
Close-out netting – An arrangement to settle all contracted but not yet due liabilities to, and claims on, an institution by a single payment, immediately upon the occurrence of one of a list of defined events such as the appointment of a liquidator to that institution.
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Liquidity and Funding Markets
19 Aug 2013
Conference
–
2013
The Reserve Bank of Australia 2013 conference, ‘Liquidity and Funding Markets’
https://www.rba.gov.au/publications/confs/2013/
Reasons for Asset Market Illiquidity
27 Oct 2008
RDP
2008-06
Importantly, there can be close correlations between reductions in market liquidity and funding liquidity. ... been too close to those selling the assets.
https://www.rba.gov.au/publications/rdp/2008/2008-06/rea-for-asset-market-illiquidity.html
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The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
transactions. Collateral and cash are then returned to the clearing bank before close of business. ... In summary, instruments of maturity transformation and the holders of risks related to maturity transformation are close to impossible to track through
https://www.rba.gov.au/publications/confs/2013/singh.html
Research Discussion Papers – 1994
31 Dec 1994
RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting. ... Jacqueline Dwyer and Christine Groeger. Related Information. The materials on this webpage are subject to copyright and their use
https://www.rba.gov.au/publications/rdp/1994/
The 1893 Bank Crashes and Monetary Aggregates
1 Apr 1993
RDP
9303
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9303.html
See 2 more results from "RDP 9303"
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
Data Description
21 Jun 2023
RDP
2023-05
Around 1,500 banks across the 10 jurisdictions are examined, with a bank broadly defined as an institution whose business is to receive deposits and/or close substitutes and grant credits ... Securities include reverse repos and cash collateral, trading
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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Research Discussion Papers 1991–2000
31 Dec 1991
RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting. ... David WR Gruen. Related Information. The materials on this webpage are subject to copyright and their use is subject to the terms
https://www.rba.gov.au/publications/rdp/1991-2000.html
Financial Stability: Ten Questions and about Seven Answers | Conference – 2010
9 Feb 2010
Conferences
such as the further strengthening of netting arrangements. ... Learning from that lesson, banks are now seeking out more stable and more diversified deposit bases.
https://www.rba.gov.au/publications/confs/2010/caruana.html
The 1893 Bank Crashes and Monetary Aggregates
30 Nov 2009
RDP
PDF
50KB
This divergence results from Pope's netting out of depositsheld in trading banks by savings banks in his calculation of M2 whereas Schedvinmakes this adjustment for M3 (Pope, 1986, pp. ... Netting out the deposits locked up in long datedliabilities and
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9303.pdf