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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Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018

12 Apr 2018 Conferences
Warwick J McKibbin and Augustus J Panton
periods and taking the square root of the result; the forecast error at each horizon is computed as actual (out-turn) less forecast. ... nominal GDP, nominal GNP, domestic demand netting out terms of trade shocks – or some other measure that is
https://www.rba.gov.au/publications/confs/2018/mckibbin-panton.html

The Benefits and Costs of Tiering

31 Dec 2012 RDP 2012-06
Robert Arculus, Jennifer Hancock and Greg Moran
In Australia, the. Payments Systems and Netting Act 1998. allows the RBA to protect payments that occur in RITS from the application of this rule, but payments settled across the books ... The materials on this webpage are subject to copyright and their
https://www.rba.gov.au/publications/rdp/2012/2012-06/benefits-costs-tiering.html

Empirical Results

1 Nov 1994 RDP 9406
Robert Andrew and John Broadbent
This process continued until end 1986. Thereafter, as the Australian dollar appreciated, the Bank became a net buyer of foreign currency and started to close out the net short position built ... The materials on this webpage are subject to copyright and
https://www.rba.gov.au/publications/rdp/1994/9406/empirical-results.html
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International Trade and the Australian Labour Market | Conference – 1994

11 Jul 1994 Conferences
Jerome Fahrer and Andrew Pease
RBA Annual Conference – 1994 International Trade and the Australian Labour Market Jerome Fahrer and Andrew Pease. [The Harvester judgment] was based on the wages paid in sheltered industries. The adjustments of wages to prices have protected the
https://www.rba.gov.au/publications/confs/1994/fahrer-pease.html

Data Construction

1 Nov 1994 RDP 9405
Mark Rider
The net measures do not suffer from the effect of international banking as the assets and liabilities of banks net out). ... This netting process applies to direct investment debt assets and liabilities as well as to direct investment equity assets and
https://www.rba.gov.au/publications/rdp/1994/9405/data-construction.html

Discussion on Regulatory Policy Issues in Australia | Conference – 1996

9 Jul 1996 Conferences
A sharper systemic orientation calls for a close attention to the functioning and organisation of markets. ... References. Bank for International Settlements (1990), ‘Report of the Committee on Interbank Netting Schemes of the Central Banks of the G10
https://www.rba.gov.au/publications/confs/1996/borio-disc.html

Financial Innovation: What Have We Learnt? | Conference – 2008

14 Jul 2008 Conferences
Nigel Jenkinson, Adrian Penalver and Nicholas Vause
The discharge of this function depends on the type of financial products or contracts available to companies and households to hedge and take on exposures in close alignment with their individual ... in recent years – inter-dealer positions can
https://www.rba.gov.au/publications/confs/2008/jenkinson-penalver-vause.html

The Australian Experience

1 Jul 1990 RDP 9002
Warwick J. McKibbin and Steven R. Morling
Also noteworthy is the deterioration in the trade balance from an historically-large surplus of close to 4 percent of GDP 1972/73 to a deficit of 2 percent of GDP ... Netting out the effect of rising real interest rates (which tend to worsen both the
https://www.rba.gov.au/publications/rdp/1990/9002/australian-experience.html

Table 1 in The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008

14 Jul 2008 Conferences
Dealer/investor standards for netting, reconciliation and valuation of trades. Responsiveness of authorities/international bodies to be strengthened.
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson-table-1.html

The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
Our model provides a close approximation to the reported rates. Moreover, it is not just the broad trends that are matched, but the shape of the interest rate curves. ... However, in normal times, the spreads in both markets are very close and the major
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html