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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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
Property Settlement in RITS
18 Mar 2021
Bulletin
– March 2021
Property transactions are among the largest and most significant financial undertakings that many Australians enter into.
https://www.rba.gov.au/publications/bulletin/2021/mar/property-settlement-in-rits.html
Asian Capital Flows
10 Aug 2004
Bulletin
– August 2004
Among other things, the data presented in the graphs record only claims, without netting off liabilities, and location is determined on the basis of headquartering, rather than the place of residence ... The materials on this webpage are subject to
https://www.rba.gov.au/publications/bulletin/2004/aug/2.html
Foreign Currency Exposure and Hedging in Australia
10 Dec 2009
Bulletin
– December 2009
This reflects the fact that banks hold large offsetting gross derivative positions, owing to the role they play as intermediaries in the derivative market, and because closing out positions in ... Reflecting the netting of offsetting trades among
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html
Trading in Treasury Bond Futures Contracts and Bonds in Australia
18 Sep 2014
Bulletin
– September 2014
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html
Financial Regulation and Australian Dollar Liquid Assets
10 Sep 2012
Bulletin
– September 2012
notional outstanding positions involving the Australian dollar, and the degree to which gross notional outstanding positions can be reduced through bilateral netting. ... The materials on this webpage are subject to copyright and their use is subject to
https://www.rba.gov.au/publications/bulletin/2012/sep/6.html
RBA Intraday Currency Market Volatility and Turnover
10 Dec 2007
Bulletin
– December 2007
Volatility can arise when traders in a given foreign exchange market close out their positions at the end of the trading day. ... Trading session times are indicative only, as foreign exchange markets have no official open and close times.
https://www.rba.gov.au/publications/bulletin/2007/dec/1.html