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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Economic and Financial Research in the Reserve Bank in 1994
2 Jun 2003
Bulletin
PDF
50KB
Two papers examined prudentialsupervisory issues. The paper by MarianneGizycki and Brian Gray discusses thecalculation of capital charges to cover defaultrisks in a system that allows ‘netting’, wherebyamounts owing between two parties
https://www.rba.gov.au/publications/bulletin/1995/feb/pdf/bu-0295-2.pdf
Bulletin March Quarter 2023
8 Jun 2023
Bulletin
- March 2023
PDF
7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf
Payments System Board Annual Report 1999 - The Role of the Board
22 Sep 2005
PSB Annual Report
1999
PDF
360KB
https://www.rba.gov.au/publications/annual-reports/psb/1999/pdf/role-board.pdf
Australian Banks’ Activities in Derivatives Markets: Products and Risk-Management Practices
5 Feb 2003
Bulletin
PDF
480KB
Thebilateral or multilateral netting of contractualpayments due on settlement dates, and ofunrealised losses against unrealised gains inthe event of a counterparty’s default, is animportant means of mitigating credit risk. ... Forms of credit risk
https://www.rba.gov.au/publications/bulletin/1994/sep/pdf/bu-0994-1.pdf
Film RB A/R 98 EDITORIAL
1 Sep 1998
Annual Report
PDF
166KB
Passage of the Payment Systems and Netting Act 1998 has underpinned the RTGSsystem. ... netting. Three of the majorAustralian banks have signed letters of intent to join ECHO.
https://www.rba.gov.au/publications/annual-reports/rba/1998/pdf/surveillance.pdf
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
24 Dec 2012
Bulletin
PDF
261KB
Reserve Bank of Australia Bulletin December 2012
https://www.rba.gov.au/publications/bulletin/2012/dec/pdf/bu-1212-5.pdf
Payments System Board Annual Report 2010 - The Board's Announcements and Reserve Bank Reports
25 Oct 2010
PSB Annual Report
2010
PDF
334KB
https://www.rba.gov.au/publications/annual-reports/psb/2010/pdf/board-decisions.pdf
Central Counterparty Interoperability
20 Jun 2012
Bulletin
PDF
668KB
Reserve Bank of Australia Bulletin June Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/jun/pdf/bu-0612-7.pdf
Payments System Board Annual Report 2010 - Functions and Objectives of the Payments System Board
25 Oct 2010
PSB Annual Report
2010
PDF
205KB
https://www.rba.gov.au/publications/annual-reports/psb/2010/pdf/functions-payments.pdf
Payments System Board Annual Report 2011 - Functions and Objectives of the Payments System Board
20 Sep 2011
PSB Annual Report
2011
PDF
448KB
https://www.rba.gov.au/publications/annual-reports/psb/2011/pdf/functions-payments.pdf