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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Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
3.4 The Need to Close Out Large Positions in a Short Period (Particularly After a Failure) 11. ... Importantly, there can be close correlations between reductions in market liquidity and funding liquidity.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Reasons for Asset Market Illiquidity
27 Oct 2008
RDP
2008-06
Importantly, there can be close correlations between reductions in market liquidity and funding liquidity. ... been too close to those selling the assets.
https://www.rba.gov.au/publications/rdp/2008/2008-06/rea-for-asset-market-illiquidity.html
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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
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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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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Research Discussion Papers 1991–2000
31 Dec 1991
RDP
Frederic S. Mishkin and John Simon. RDP 9409 Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting. ... David WR Gruen. Related Information. The materials on this webpage are subject to copyright and their use is subject to the terms
https://www.rba.gov.au/publications/rdp/1991-2000.html
The 1893 Bank Crashes and Monetary Aggregates
30 Nov 2009
RDP
PDF
50KB
This divergence results from Pope's netting out of depositsheld in trading banks by savings banks in his calculation of M2 whereas Schedvinmakes this adjustment for M3 (Pope, 1986, pp. ... Netting out the deposits locked up in long datedliabilities and
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9303.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
receive deposits and/or close substitutes and grant credits or invest in securities on their own. ... in-the-money trading derivatives and derivatives recognised for hedging (less. the value of netting arrangements), available for sale securities, held to
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
3. Australia’s RTGS System. RITS has operated as an RTGS system since 1998.4 The central queue in RITS operates on a ‘bypass first-in first-out (FIFO) basis’.5 ... In Australia, the Payments Systems and Netting Act 1998 allows the RBA to protect
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
The Benefits and Costs of Tiering
31 Dec 2012
RDP
2012-06
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