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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The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
Both. have occurred in recent practice: SwapClear was able to close out the Lehman Brothers portfolio in 2008 without. ... understanding how close different market structures come to the constrained optimum of the.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

Performance of Australia's Payments Infrastructure during the Market Turbulence

2 Oct 2009 PSB Annual Report – 2009
Initial margins are collected by the central counterparties to cover any losses arising in the close out of derivatives positions should a default occur. ... and a requirement to close out positions remaining unsettled on the fifth day after trade date.
https://www.rba.gov.au/publications/annual-reports/psb/2009/performance.html

The Supervisory Treatment of Banks’ Market Risk

30 Nov 2009 RDP PDF 76KB
That simple netting approach is onlyappropriate if actual yield curve movements follow the yield curve movementassumed in the risk-weighting process. ... is that in many instances, traders do not close outunfavourable positions if they believe that the
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf

Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Implicit in this approach is the assumption that a banks will suffer losses incurred over a month before acting to close out positions or taking other action to minimise losses. ... The counter argument to this is that in many instances, traders do not
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
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FSR Developments in the Financial System

10 Sep 2008 FSR – September 2008
Throughout the recent turmoil in financial markets the various regulators in Australia have been in close contact with one another. ... ASX has since increased the fees applying to failed trades and has announced prospective new arrangements for the
https://www.rba.gov.au/publications/fsr/2008/sep/dev-sys-infra.html

Payments System Board Annual Report 2011 - Oversight of Clearing and Settlement Facilities

20 Sep 2011 PSB Annual Report 2011 PDF 569KB
https://www.rba.gov.au/publications/annual-reports/psb/2011/pdf/oversight.pdf

Financial Stability Review – September 2008

13 Oct 2008 FSR – September 2008 PDF 692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf

Oversight of Clearing and Settlement Facilities

2 Oct 2009 PSB Annual Report – 2009
of cash equities trades, as a result of the netting of obligations in the batch. ... to close out the position in the market.
https://www.rba.gov.au/publications/annual-reports/psb/2009/oversight.html

Financial Stability Review - March 2009

17 Apr 2009 FSR - March 2009 PDF 1621KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/0309.pdf

Promoting Liquidity: Why and How?

2 Dec 2009 RDP PDF 484KB
3.4 The Need to Close Out Large Positions in a Short Period (Particularly After a Failure) 11. ... Importantly, there can be close correlations between reductions in market liquidity and funding liquidity.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf