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 1893 Bank Crashes and Monetary Aggregates

1 Apr 1993 RDP 9303
David T. Merrett
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1993/9303.html
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The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

Data Description

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
Around 1,500 banks across the 10 jurisdictions are examined, with a bank broadly defined as an institution whose business is to receive deposits and/or close substitutes and grant credits ... Securities include reverse repos and cash collateral, trading
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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Research Discussion Papers 1991–2000

31 Dec 1991 RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting. ... David WR Gruen. Related Information. The materials on this webpage are subject to copyright and their use is subject to the terms
https://www.rba.gov.au/publications/rdp/1991-2000.html

Financial Stability: Ten Questions and about Seven Answers | Conference – 2010

9 Feb 2010 Conferences
Jaime Caruana
such as the further strengthening of netting arrangements. ... Learning from that lesson, banks are now seeking out more stable and more diversified deposit bases.
https://www.rba.gov.au/publications/confs/2010/caruana.html

The 1893 Bank Crashes and Monetary Aggregates

30 Nov 2009 RDP PDF 50KB
This divergence results from Pope's netting out of depositsheld in trading banks by savings banks in his calculation of M2 whereas Schedvinmakes this adjustment for M3 (Pope, 1986, pp. ... Netting out the deposits locked up in long datedliabilities and
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9303.pdf

Introduction | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath and Mark Manning
The paper by Manmohan Singh maps out the shadow banking system, focusing on the ‘financial lubrication’ provided by markets for collateral. ... In particular, these institutions may benefit less from netting positions in a CCP because they have fewer
https://www.rba.gov.au/publications/confs/2013/intro-2013.html

The Australian Financial System in the 1990s | Conference – 2000

21 Jun 1990 Conferences
Marianne Gizycki and Philip Lowe
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

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
E Philip Davis
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

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