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.
Search Results
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
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
Real-time Gross Settlement in Australia
10 Sep 2010
Bulletin
– September 2010
Payment Systems and Netting Act 1998. which ensures that payments cannot be unwound if a participant were to fail after having made payments earlier in the day. ... However, the afternoon peak has fallen over time, due in part to some netting
https://www.rba.gov.au/publications/bulletin/2010/sep/8.html
Supervision of Banks' Derivative Activities
10 Aug 1993
Bulletin
– August 1993
But it is also noted that these close linkages can be destabilising – with the potential for disturbances to be reinforced, perhaps even amplified, across markets. ... The Basle Committee on Banking Supervision released in April, a consultative paper
https://www.rba.gov.au/publications/bulletin/1993/aug/2.html
Topic: Payments
11 Sep 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/payments/
Reforming the Australian Payments System: The State of Play
10 Apr 1993
Bulletin
– April 1993
Some doubts have been expressed about the possible robustness of multilateral netting in the present Australian legal environment, in some extreme situations. ... netting/control system for settlement risk, and as the centrepiece of the reformed
https://www.rba.gov.au/publications/bulletin/1993/apr/5.html
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
Developments in Foreign Exchange and OTC Derivatives Markets
15 Dec 2016
Bulletin
– December 2016
The Bank for International Settlements (BIS) conducts the Triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) Derivatives Markets Activity (Triennial Survey) to collect information about the size and structure of these
https://www.rba.gov.au/publications/bulletin/2016/dec/7.html
The Effective Supply of Collateral in Australia
18 Sep 2014
Bulletin
– September 2014
High-quality assets play an important role as collateral for a wide range of transactions and activities in wholesale financial markets. Regulatory changes since the global financial crisis are increasing the demand for high-quality assets, thereby
https://www.rba.gov.au/publications/bulletin/2014/sep/7.html
Central Counterparty Margin Frameworks
7 Dec 2017
Bulletin
– December 2017
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html