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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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
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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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
Ashwin Clarke and Paul Ryan
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
Peter Gallagher, Jon Gauntlett and David Sunner
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