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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Derivatives – Bank Activities and Supervisory Responses
2 Jun 2003
Bulletin
PDF
53KB
5. As part of its on-going analysis of bilateral netting arrangements, there also has been extensive technical workcarried 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/pdf/bu-0595-1.pdf
Supervision of Banks' Derivative Activities
10 Aug 1993
Bulletin
– August 1993
But it is also noted that these close linkages can be destabilising – with the potential for disturbances to be reinforced, perhaps even amplified, across markets. ... The Basle Committee on Banking Supervision released in April, a consultative paper
https://www.rba.gov.au/publications/bulletin/1993/aug/2.html
Data Description
21 Jun 2023
RDP
2023-05
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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Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
Developments in Foreign Exchange and OTC Derivatives Markets
15 Dec 2016
Bulletin
– December 2016
The Bank for International Settlements (BIS) conducts the Triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) Derivatives Markets Activity (Triennial Survey) to collect information about the size and structure of these
https://www.rba.gov.au/publications/bulletin/2016/dec/7.html
Reforming the Australian Payments System: The State of Play
10 Apr 1993
Bulletin
– April 1993
Some doubts have been expressed about the possible robustness of multilateral netting in the present Australian legal environment, in some extreme situations. ... netting/control system for settlement risk, and as the centrepiece of the reformed
https://www.rba.gov.au/publications/bulletin/1993/apr/5.html
The Effective Supply of Collateral in Australia
18 Sep 2014
Bulletin
– September 2014
High-quality assets play an important role as collateral for a wide range of transactions and activities in wholesale financial markets. Regulatory changes since the global financial crisis are increasing the demand for high-quality assets, thereby
https://www.rba.gov.au/publications/bulletin/2014/sep/7.html
Australian Banks’ Activities in Derivatives Markets: Products and Risk-Management Practices
5 Feb 2003
Bulletin
PDF
480KB
Thebilateral or multilateral netting of contractualpayments due on settlement dates, and ofunrealised losses against unrealised gains inthe event of a counterparty’s default, is animportant means of mitigating credit risk. ... Forms of credit risk
https://www.rba.gov.au/publications/bulletin/1994/sep/pdf/bu-0994-1.pdf
Central Counterparty Interoperability
20 Jun 2012
Bulletin
PDF
668KB
Reserve Bank of Australia Bulletin June Quarter 2012
https://www.rba.gov.au/publications/bulletin/2012/jun/pdf/bu-0612-7.pdf
Central Counterparty Margin Frameworks
7 Dec 2017
Bulletin
– December 2017
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html