Search: Close-out netting

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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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Regulating the New Financial Markets | Conference – 1996

9 Jul 1996 Conferences
Richard Dale
This means that a troubled investment firm will generally be able to wind down its business in an orderly manner, meeting its obligations by prompt asset disposals at close to book ... The Group of Thirty has proposed minimum standards relating, inter
https://www.rba.gov.au/publications/confs/1996/dale.html

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
Both. have occurred in recent practice: SwapClear was able to close out the Lehman Brothers portfolio in 2008 without. ... understanding how close different market structures come to the constrained optimum of the.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

The Supervisory Treatment of Banks’ Market Risk

30 Nov 2009 RDP PDF 76KB
That simple netting approach is onlyappropriate if actual yield curve movements follow the yield curve movementassumed in the risk-weighting process. ... is that in many instances, traders do not close outunfavourable positions if they believe that the
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf

Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
Implicit in this approach is the assumption that a banks will suffer losses incurred over a month before acting to close out positions or taking other action to minimise losses. ... The counter argument to this is that in many instances, traders do not
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
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Promoting Liquidiity: Why and How?

23 Oct 2008 Conferences PDF 224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.pdf

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

Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference

24 Oct 2008 Conferences PDF 1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf

Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
First, the benefits from netting exposures via CCPs are offset to the extent that there is a loss of netting available under bilateral arrangements. ... In the core-periphery model, netting benefits from CCPs accrue primarily to the core.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html

Discussion of OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 87KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning-disc.pdf