Search: Close-out netting

Sort by: Date Relevance
41–50 of 104 search results for 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.

Search Results

The Australian Otc Derivatives Market Insights From New Trade Repository Data

23 Jul 2018 Bulletin - June 2018 PDF 852KB
https://www.rba.gov.au/publications/bulletin/2018/jun/pdf/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.pdf

The Australian OTC Derivatives Market: Insights from New Trade Repository Data

21 Jun 2018 Bulletin – June 2018
Duke Cole and Daniel Ji
Gross credit exposures captures the gross market value of outstanding derivatives after netting trades between each pair of counterparties. ... Counterparty netting. As noted above, a key benefit of clearing is the ability to net positions that were
https://www.rba.gov.au/publications/bulletin/2018/jun/the-australian-otc-derivatives-market-insights-from-new-trade-repository-data.html

Central Counterparty Margin Frameworks

7 Dec 2017 Bulletin – December 2017
Louise Carter and Duke Cole
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html

Developments in Foreign Exchange and OTC Derivatives Markets

15 Dec 2016 Bulletin – December 2016
Megan Garner, Anna Nitschke and David Xu
The Bank for International Settlements (BIS) conducts the Triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) Derivatives Markets Activity (Triennial Survey) to collect information about the size and structure of these
https://www.rba.gov.au/publications/bulletin/2016/dec/7.html

Developments in Foreign Exchange and OTC Derivatives Markets

14 Dec 2016 Bulletin December Quarter 2016 PDF 425KB
https://www.rba.gov.au/publications/bulletin/2016/dec/pdf/rba-bulletin-2016-12-developments-in-foreign-exchange-and-otc-derivatives-markets.pdf

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html

Sources of Financial Risk for Central Counterparties

13 Sep 2016 Bulletin September Quarter 2016 PDF 214KB
https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-sources-of-financial-risk-for-central-counterparties.pdf

Skin in the Game – Central Counterparty Risk Controls and Incentives

18 Jun 2015 Bulletin – June 2015
Louise Carter and Megan Garner
The increasing systemic importance of central counterparties (CCPs) has seen recent policy debates focus on the ability of CCPs to withstand a crisis effectively. CCPs maintain prefunded financial resources to cover the potential losses arising from
https://www.rba.gov.au/publications/bulletin/2015/jun/9.html

Skin in the Game – Central Counterparty Risk Controls and Incentives

16 Jun 2015 Bulletin June Quarter 2015 PDF 96KB
https://www.rba.gov.au/publications/bulletin/2015/jun/pdf/bu-0615-9.pdf

Market Making in Bond Markets

19 Mar 2015 Bulletin – March 2015
Jon Cheshire
In November 2014, the Committee on the Global Financial System (CGFS) published a report on developments in market making and proprietary trading in fixed income and related derivative markets (CGFS 2014). The aim of the report was to facilitate a
https://www.rba.gov.au/publications/bulletin/2015/mar/7.html