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
Research Discussion Papers
31 Dec 2001
RDP
2001-10
9409. Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’. ... 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
https://www.rba.gov.au/publications/rdp/2001/2001-10/research-discussion-papers.html
Policy Panel | Conference – 2013
19 Aug 2013
Conferences
For example, one might think that if the regulators were concerned about excess demand for collateral, they would put a much higher priority on CCPs and netting, which reduces the demand ... characteristics. First, it allows for twice-daily margin calls.
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html
The Exchange Rate and the Current Account | Conference – 1993
12 Jul 1993
Conferences
Wilkinson's preferred equation succeeded in tracking, out of sample, the large rise in imports in 1988/89 and the subsequent fall. ... 4.1.2 Disaggregation. Consumption goods might be expected to have a higher price elasticity than, say, investment goods,
https://www.rba.gov.au/publications/confs/1993/bullock-grenville-heenan.html
Wrap-up Discussion | Conference – 2008
14 Jul 2008
Conferences
In practice, banks may not be willing or able to close out positions where collateral is not posted. ... All of that amounts to a fairly comprehensive coverage of the issues that arose out of these recent events.
https://www.rba.gov.au/publications/confs/2008/wrap-up-disc-2008.html
Profits from Intervention
31 Dec 2004
RDP
2004-06
Realised trading profits are those that accrue from trades that act to close out part of an existing open position. ... Realised profits are calculated from any trade that acts in the direction of closing out the RBA's position in any one of the three
https://www.rba.gov.au/publications/rdp/2004/2004-06/profits-from-intervention.html
Population Ageing, the Structure of Financial Markets and Policy Implications | Conference – 2006
23 Jul 2006
Conferences
For example, market participants cite the absence of comparable health care data, the unreliability and out-of-date nature of mortality information, and the lack of reliable local data on house
https://www.rba.gov.au/publications/confs/2006/groome-blancher-ramlogan-khadarina.html
The Predictions of the Efficient Market Hypothesis
31 Dec 2000
RDP
2000-01
For expected returns to be equal, it is also necessary that covered interest parity holds, which it does to a very close approximation in deep, open capital markets. ... Banks hold only limited uncovered foreign exchange positions and close out
https://www.rba.gov.au/publications/rdp/2000/2000-01/predictions-of-the-efficient-market-hypothesis.html