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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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
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.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
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.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
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
Discussion of Regulatory Policy Issues in Australia
7 Dec 2006
Conferences
PDF
45KB
RBA Conference Volume 1996
https://www.rba.gov.au/publications/confs/1996/pdf/borio-disc.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
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
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