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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CCPs and Banks: Different Risks, Different Regulations

17 Dec 2015 Bulletin – December 2015
David Hughes and Mark Manning
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html

CCPs and Banks: Different Risks, Different Regulations

15 Dec 2015 Bulletin December Quarter 2015 PDF 159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf

OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

Recovery and Resolution of Central Counterparties

19 Dec 2013 Bulletin – December 2013
Matt Gibson
The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps to ensure that critical CCP services can continue in circumstances of financial distress. These steps include ensuring that CCPs
https://www.rba.gov.au/publications/bulletin/2013/dec/5.html

Recovery and Resolution of Central Counterparties

18 Dec 2013 Bulletin PDF 227KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-5.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
values or at values reflecting any loss to the surviving party from replacing the trades (so-called close-out netting). ... Such losses arise when the market price of the contract moves adversely between the default event and the surviving counterparty's
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

OTC Derivatives Reforms and the Australian Cross-currency Swap Market

24 Jun 2013 Bulletin – June 2013
Ivailo Arsov, Greg Moran, Ben Shanahan and Karl Stacey
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html

OTC Derivatives Reforms and the Australian Cross-currency Swap Market

19 Jun 2013 Bulletin PDF 241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf

The Foreign Exchange Market and Central Counterparties

10 Mar 2010 Bulletin – March 2010
Mark Manning, Alex Heath and James Whitelaw
parameters for the management of this replacement-cost risk through bilateral (close-out) netting and margin requirements. ... Bilateral payment and close-out netting under ISDA Master Agreements is common market practice in the foreign exchange market
https://www.rba.gov.au/publications/bulletin/2010/mar/8.html