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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Asian Business Cycle Synchronisation
6 Dec 2010
Research Workshop
PDF
271KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/he.pdf
Financial Stability: Ten Questions and about Seven Answers
22 Jul 2010
Conferences
PDF
85KB
RBA Conference Volume 2010
https://www.rba.gov.au/publications/confs/2010/pdf/caruana.pdf
Reserve Bank of Australia 50th Anniversary Symposium
22 Jul 2010
Conferences
PDF
3286KB
RBA Conference Volume 2010
https://www.rba.gov.au/publications/confs/2010/pdf/conf-vol-2010.pdf
Financial Stability: Ten Questions and about Seven Answers | Conference – 2010
9 Feb 2010
Conferences
such as the further strengthening of netting arrangements. ... Learning from that lesson, banks are now seeking out more stable and more diversified deposit bases.
https://www.rba.gov.au/publications/confs/2010/caruana.html
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
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
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
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
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
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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