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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Supervision of Banks’ Derivative Activities
28 Feb 2003
Bulletin
PDF
58KB
But it is also noted that these close linkagescan be destabilising – with the potentialfor disturbances to be reinforced, perhapseven amplified, across markets. ... TheBasle Committee on Banking Supervisionreleased in April, a consultative paper tothe
https://www.rba.gov.au/publications/bulletin/1993/aug/pdf/bu-0893-2.pdf
Financial Regulation and Australian Dollar Liquid Assets
10 Sep 2012
Bulletin
– September 2012
notional outstanding positions involving the Australian dollar, and the degree to which gross notional outstanding positions can be reduced through bilateral netting. ... The materials on this webpage are subject to copyright and their use is subject to
https://www.rba.gov.au/publications/bulletin/2012/sep/6.html
Trading in Treasury Bond Futures Contracts and Bonds in Australia
18 Sep 2014
Bulletin
– September 2014
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
receive deposits and/or close substitutes and grant credits or invest in securities on their own. ... in-the-money trading derivatives and derivatives recognised for hedging (less. the value of netting arrangements), available for sale securities, held to
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Effective Supply of Collateral in Australia
17 Sep 2014
Bulletin
September Quarter 2014
PDF
318KB
https://www.rba.gov.au/publications/bulletin/2014/sep/pdf/bu-0914-7.pdf
Real-time Gross Settlement in Australia
21 Sep 2010
Bulletin
PDF
257KB
Reserve Bank of Australia Bulletin September 2010
https://www.rba.gov.au/publications/bulletin/2010/sep/pdf/bu-0910-8.pdf
Reforming the Australian Payments System: The State of Play
12 Feb 2003
Bulletin
PDF
487KB
Some doubts have been expressed about thepossible robustness of multilateral netting inthe present Australian legal environment, insome extreme situations. ... a netting/control system forsettlement risk, and as the centrepiece of thereformed Australian
https://www.rba.gov.au/publications/bulletin/1993/apr/pdf/bu-0493-5.pdf
RBA Intraday Currency Market Volatility and Turnover
10 Dec 2007
Bulletin
– December 2007
Volatility can arise when traders in a given foreign exchange market close out their positions at the end of the trading day. ... Trading session times are indicative only, as foreign exchange markets have no official open and close times.
https://www.rba.gov.au/publications/bulletin/2007/dec/1.html
Recent Conditions in the Australian Foreign Exchange Market
10 Mar 2009
Bulletin
– March 2009
spread. Dealers should be willing to place limit orders in the system at close to the central price when the market is more liquid, i.e. ... A sizeable number of these transactions were a result of investors being forced to close out profitable
https://www.rba.gov.au/publications/bulletin/2009/mar/2.html
Foreign Currency Exposure and Hedging in Australia
19 Dec 2013
Bulletin
– December 2013
The 2013 Australian Bureau of Statistics (ABS) Foreign Currency Exposure survey confirms that Australian entities' financial asset and liability positions remain well hedged against a depreciation of the Australian dollar, either through the use of
https://www.rba.gov.au/publications/bulletin/2013/dec/6.html