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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Box B: Measuring Household Debt
11 Aug 2015
SMP
– August 2015
interest rates is close to that of debt held directly by private households. ... Since offset account balances have been growing faster than housing debt, this netting reduces the increase in the household debt-to-income ratio somewhat, but not by enough
https://www.rba.gov.au/publications/smp/2015/aug/box-b-measuring-household-debt.html
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
This is because it removes the pressure on regulators to close failing banks promptly (especially if the regulator is a separate institution from the central bank). ... The government may need to recapitalise or close insolvent banks in a long-term
https://www.rba.gov.au/publications/confs/2008/davis.html
Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018
12 Apr 2018
Conferences
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 Australian Financial System in the 1990s | Conference – 2000
21 Jun 1990
Conferences
However, recent rises in interest rates and the steady increase in indebtedness have brought the ratio of interest payments to household disposable income close to 8 per cent, which is only ... return. This reduction has been achieved through a variety
https://www.rba.gov.au/publications/confs/2000/gizycki-lowe.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
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
International Trade and the Australian Labour Market | Conference – 1994
11 Jul 1994
Conferences
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
International and Foreign Exchange Markets
10 Feb 2015
SMP
– February 2015
Interbank rates have fallen sharply in response, with the 3-month Swiss franc LIBOR now trading close to –1 per cent (Graph 2.2). ... Many of the affected retail brokers had agreements in place to automatically close out their clients' positions at a
https://www.rba.gov.au/publications/smp/2015/feb/intl-fx-mkts.html
The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018
12 Apr 2018
Conferences
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
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