Search: Close-out netting

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11–17 of 17 search results for 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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The Benefits and Costs of Tiering

31 Dec 2012 RDP 2012-06
Robert Arculus, Jennifer Hancock and Greg Moran
In Australia, the. Payments Systems and Netting Act 1998. allows the RBA to protect payments that occur in RITS from the application of this rule, but payments settled across the books ... The materials on this webpage are subject to copyright and their
https://www.rba.gov.au/publications/rdp/2012/2012-06/benefits-costs-tiering.html

Empirical Results

1 Nov 1994 RDP 9406
Robert Andrew and John Broadbent
This process continued until end 1986. Thereafter, as the Australian dollar appreciated, the Bank became a net buyer of foreign currency and started to close out the net short position built ... The materials on this webpage are subject to copyright and
https://www.rba.gov.au/publications/rdp/1994/9406/empirical-results.html
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Data Construction

1 Nov 1994 RDP 9405
Mark Rider
The net measures do not suffer from the effect of international banking as the assets and liabilities of banks net out). ... This netting process applies to direct investment debt assets and liabilities as well as to direct investment equity assets and
https://www.rba.gov.au/publications/rdp/1994/9405/data-construction.html

The Australian Experience

1 Jul 1990 RDP 9002
Warwick J. McKibbin and Steven R. Morling
Also noteworthy is the deterioration in the trade balance from an historically-large surplus of close to 4 percent of GDP 1972/73 to a deficit of 2 percent of GDP ... Netting out the effect of rising real interest rates (which tend to worsen both the
https://www.rba.gov.au/publications/rdp/1990/9002/australian-experience.html

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

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