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 – 1994
31 Dec 1994
RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting. ... Jacqueline Dwyer and Christine Groeger. Related Information. The materials on this webpage are subject to copyright and their use
https://www.rba.gov.au/publications/rdp/1994/
The 1893 Bank Crashes and Monetary Aggregates
1 Apr 1993
RDP
9303
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9303.html
See 2 more results from "RDP 9303"
Derivatives – Bank Activities and Supervisory Responses
10 May 1995
Bulletin
– May 1995
As part of its on-going analysis of bilateral netting arrangements, there also has been extensive technical work carried out, aimed at determining how netted exposures, should they eventually be permitted ... Gray (1994), ‘Default Risk and Derivatives:
https://www.rba.gov.au/publications/bulletin/1995/may/1.html
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
Economic and Financial Research in the Reserve Bank in 1994
10 Feb 1995
Bulletin
– February 1995
Two papers examined prudential supervisory issues. The paper by Marianne Gizycki and Brian Gray discusses the calculation of capital charges to cover default risks in a system that allows ‘netting’, whereby ... 9409 Gizycki, M. and B. Gray,
https://www.rba.gov.au/publications/bulletin/1995/feb/2.html
Non-dealer Clearing of Over-the-counter Derivatives
20 Mar 2014
Bulletin
– March 2014
In 2009, the G20 leaders agreed that all standardised over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs). Accordingly, an increasing proportion of OTC derivatives are now centrally cleared, particularly where
https://www.rba.gov.au/publications/bulletin/2014/mar/9.html
Topic: Payments
11 Sep 2018
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/payments/
Real-time Gross Settlement in Australia
10 Sep 2010
Bulletin
– September 2010
Payment Systems and Netting Act 1998. which ensures that payments cannot be unwound if a participant were to fail after having made payments earlier in the day. ... However, the afternoon peak has fallen over time, due in part to some netting
https://www.rba.gov.au/publications/bulletin/2010/sep/8.html
Foreign Exchange Settlement Practices in Australia
22 Feb 2001
Bulletin
PDF
31KB
But the amount at risk canalso be reduced by netting, provided it islegally enforceable. ... Netting can be on abilateral basis where two foreign exchangedealers agree to net payments betweenthemselves.
https://www.rba.gov.au/publications/bulletin/1998/feb/pdf/bu-0298-2.pdf
The Introduction of Same-day Settlement of Direct Entry Obligations in Australia
19 Jun 2014
Bulletin
PDF
688KB
Reserve Bank of Australia Bulletin June Quarter 2014
https://www.rba.gov.au/publications/bulletin/2014/jun/pdf/bu-0614-7.pdf