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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Statement on Monetary Policy - August 2015

7 Aug 2015 SMP - August 2015 PDF 1966KB
https://www.rba.gov.au/publications/smp/2015/aug/pdf/0815.pdf

Research Discussion Papers

31 Dec 2001 RDP 2001-10
Susan Hornby and Ivan Roberts
9409. Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’. ... The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and
https://www.rba.gov.au/publications/rdp/2001/2001-10/research-discussion-papers.html

External Debt and Liabilities of Industrial Countries

30 Nov 2009 RDP PDF 561KB
This netting processapplies to direct investment debt assets and liabilities as well as to direct investment equityassets and claims. ... The net measures do not suffer from theeffect of international banking as the assets and liabilities of banks net out
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9405.pdf

Statement on Monetary Policy – February 2010

9 Feb 2010 SMP PDF 1123KB
https://www.rba.gov.au/publications/smp/2010/feb/pdf/0210.pdf

Box B: Measuring Household Debt

6 Aug 2015 SMP PDF 141KB
https://www.rba.gov.au/publications/smp/2015/aug/pdf/box-b-measuring-household-debt.pdf

Statement on Monetary Policy - February 2015

5 Feb 2015 SMP - February 2015 PDF 2273KB
https://www.rba.gov.au/publications/smp/2015/feb/pdf/0215.pdf

Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float

2 Dec 2009 RDP PDF 584KB
and therefore does not cancel out the effect on the exchange rate of the original intervention. ... 5.1 Realised Trading Profits. Realised trading profits are those that accrue from trades that act to close out part of an existing open position.6
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-06.pdf

International and Foreign Exchange Markets

5 Feb 2015 SMP - February 2015 PDF 969KB
https://www.rba.gov.au/publications/smp/2015/feb/pdf/intl-fx-mkts.pdf

Profits from Intervention

31 Dec 2004 RDP 2004-06
Chris Becker and Michael Sinclair
Realised trading profits are those that accrue from trades that act to close out part of an existing open position. ... Realised profits are calculated from any trade that acts in the direction of closing out the RBA's position in any one of the three
https://www.rba.gov.au/publications/rdp/2004/2004-06/profits-from-intervention.html

The Predictions of the Efficient Market Hypothesis

31 Dec 2000 RDP 2000-01
Meredith Beechey, David Gruen and James Vickery
For expected returns to be equal, it is also necessary that covered interest parity holds, which it does to a very close approximation in deep, open capital markets. ... Banks hold only limited uncovered foreign exchange positions and close out
https://www.rba.gov.au/publications/rdp/2000/2000-01/predictions-of-the-efficient-market-hypothesis.html