Search: Close-out netting

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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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The Australian Credit Default Swap Market

10 Dec 2011 Bulletin – December 2011
Daniel Fabbro
In aggregate, global bonds outstanding of Australian companies are close to US$690 billion, compared with US$31 billion of net outstanding CDS. ... As such, market participants will often close out old (‘stale’) CDS trading positions – those
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html

Skin in the Game – Central Counterparty Risk Controls and Incentives

18 Jun 2015 Bulletin – June 2015
Louise Carter and Megan Garner
The increasing systemic importance of central counterparties (CCPs) has seen recent policy debates focus on the ability of CCPs to withstand a crisis effectively. CCPs maintain prefunded financial resources to cover the potential losses arising from
https://www.rba.gov.au/publications/bulletin/2015/jun/9.html

Fundamentals, Portfolio Adjustments and the Australian Dollar

10 May 2009 Bulletin – May 2009
Patrick D'Arcy and Emily Poole
close out their carry positions, placing further downward pressure on AUD/JPY, resulting in another wave of carry trade unwinds and so on. ... This procedure locks-in the exchange rate and will deliver investors a return close to the foreign currency
https://www.rba.gov.au/publications/bulletin/2009/may/1.html

Submission on Data Sharing and Release Legislation – August 2018 | Data Sharing | Submissions

1 Aug 2018 Submissions
Payment Systems and Netting Act 1998. or the repealed. Banks (Shareholdings) Act 1972. ... The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and Disclaimer Notice.
https://www.rba.gov.au/publications/submissions/other/data-sharing-and-release-legislation/

Financial Stability Risks from Non-bank Financial Intermediation in Australia

18 Apr 2024 Bulletin – April 2024
Marcus Robinson and Stefano Tornielli di Crestvolant
Risks to financial stability posed by the non-bank financial intermediation (NBFI) sector in Australia remain relatively contained.
https://www.rba.gov.au/publications/bulletin/2024/apr/financial-stability-risks-from-non-bank-financial-intermediation-in-australia.html

Cryptocurrency: Ten Years On

20 Jun 2019 Bulletin – June 2019
Cameron Dark, David Emery, June Ma and Clare Noone
Ten years on from the creation of Bitcoin, the term ‘cryptocurrency’ has entered the public consciousness.
https://www.rba.gov.au/publications/bulletin/2019/jun/cryptocurrency-ten-years-on.html

Developments in Foreign Exchange and Over-the-counter Derivatives Markets

16 Mar 2023 Bulletin – March 2023
Cameron Armour and Jack Beardsley
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html

Abbreviations | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
PPP. Public-private partnership. PSB. Payments System Board. PSNA. Payment Systems and Netting Act. ... The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and Disclaimer
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/abbreviations.html

The Australian OTC Derivatives Market: Insights from New Trade Repository Data

21 Jun 2018 Bulletin – June 2018
Duke Cole and Daniel Ji
Gross credit exposures captures the gross market value of outstanding derivatives after netting trades between each pair of counterparties. ... Counterparty netting. As noted above, a key benefit of clearing is the ability to net positions that were
https://www.rba.gov.au/publications/bulletin/2018/jun/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.html

Leverage, Liquidity and Non-bank Financial Institutions: Key Lessons from Recent Market Events

15 Jun 2023 Bulletin – June 2023
Rhea Choudhary, Suchita Mathur and Peter Wallis
Non-bank financial institutions (NBFIs) can pose risks to financial stability due to their size, complexity and global interconnectedness.
https://www.rba.gov.au/publications/bulletin/2023/jun/leverage-liquidity-and-non-bank-financial-institutions.html