Search: Clearing

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RBA Glossary definition for Clearing

Clearing – The process of transmitting, reconciling and in some cases confirming payment instructions prior to settlement; it may include netting of instructions and the calculation of final positions for settlement.

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The Efficiency of Central Clearing: A Segmented Markets Approach

2 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach. ... James Hansen and Angus Moore. October 2016. 2.00. MB. central clearing, financial markets, payments.
https://www.rba.gov.au/publications/rdp/2016/2016-07.html

The Efficiency of Central Clearing: A Segmented Markets Approach

1 Oct 2016 RDP 2016-07
James Hansen and Angus Moore
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach.
https://www.rba.gov.au/publications/rdp/2016/2016-07/

The Model

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 3. ... s. where. – that is, the average proportion of central clearing across all markets.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html

Results

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 4. ... In practice, there are many other policy-relevant costs associated with central clearing.
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html

Appendix B: Solving the Constrained-efficient Problem

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix B: Solving the Constrained-efficient Problem.
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-b.html

The Efficiency of Central Clearing: A Segmented Markets Approach

1 Oct 2016 RDP 2016-07
James Hansen and Angus Moore
Research Discussion Paper – RDP 2016-07 The Efficiency of Central Clearing: A Segmented Markets Approach.
https://www.rba.gov.au/publications/rdp/2016/2016-07/sections.html

Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 2. ... A centralised clearing mechanism – such as a CCP – that is able to provide information on all participants' positions could resolve this market failure.
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html

References

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach References. ... ASIC (2015), ASIC Derivative Transaction Rules (Clearing) 2015, December. Australian Treasury (2015), Corporations (Derivatives) Amendment Determination 2015 (No
https://www.rba.gov.au/publications/rdp/2016/2016-07/references.html

Appendix A: Trader Behaviour and Solution Method

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach Appendix A: Trader Behaviour and Solution Method.
https://www.rba.gov.au/publications/rdp/2016/2016-07/appendix-a.html

Introduction

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
RDP 2016-07: The Efficiency of Central Clearing: A Segmented Markets Approach 1. ... This paper studies how mandatory central clearing affects market participants' incentives in OTC derivatives markets.
https://www.rba.gov.au/publications/rdp/2016/2016-07/introduction.html