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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Data Construction
1 Nov 1994
RDP
9405
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
Empirical Results
1 Nov 1994
RDP
9406
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
See 1 more results from "RDP 9406"
The Australian Experience
1 Jul 1990
RDP
9002
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
Public Sector Growth and the Current Account in Australia: A Longer Run Perspective
19 Nov 2012
RDP
PDF
1267KB
RDP1990-02
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9002.pdf
Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability
30 Nov 2009
RDP
PDF
127KB
Realised profits/losses arecalculated by comparing the exchange rate at which these US dollars arebought/sold to close out a position with the average exchange rate at which theposition was acquired. ... dollar appreciated, the Bank became a net buyer
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9406.pdf
A Select Bibliography of Published Research by Staff of the Reserve Bank of Australia: 1991–2001
1 Dec 2009
RDP
PDF
201KB
9409 Gizycki MC and B Gray, ‘Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting’.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-10.pdf
Research Discussion Papers
31 Dec 2001
RDP
2001-10
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
External Debt and Liabilities of Industrial Countries
30 Nov 2009
RDP
PDF
561KB
This netting processapplies to direct investment debt assets and liabilities as well as to direct investment equityassets and claims. ... The net measures do not suffer from theeffect of international banking as the assets and liabilities of banks net out
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9405.pdf
Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float
2 Dec 2009
RDP
PDF
584KB
and therefore does not cancel out the effect on the exchange rate of the original intervention. ... 5.1 Realised Trading Profits. Realised trading profits are those that accrue from trades that act to close out part of an existing open position.6
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-06.pdf
Profits from Intervention
31 Dec 2004
RDP
2004-06
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