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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The Evolution of Interbank Settlement in Australia
17 Mar 2022
Bulletin
– March 2022
Electronic payments are ubiquitous in modern economies and result in financial obligations between different financial institutions.
https://www.rba.gov.au/publications/bulletin/2022/mar/the-evolution-of-interbank-settlement-in-australia.html
Foreign Currency Exposure and Hedging in Australia
19 Dec 2013
Bulletin
– December 2013
The 2013 Australian Bureau of Statistics (ABS) Foreign Currency Exposure survey confirms that Australian entities' financial asset and liability positions remain well hedged against a depreciation of the Australian dollar, either through the use of
https://www.rba.gov.au/publications/bulletin/2013/dec/6.html
Market Making in Bond Markets
19 Mar 2015
Bulletin
– March 2015
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
More on Risks in Banking
23 Feb 2001
Bulletin
PDF
43KB
Theyare, therefore, heavily at risk from theYear 2000 problem. The RBA is taking a close interest in howthis problem is being addressed, both assupervisor of banks (for the time being) andwith ... More fundamental attacks on settlementrisk have been
https://www.rba.gov.au/publications/bulletin/1997/nov/pdf/bu-1197-4.pdf
RBA Intraday Currency Market Volatility and Turnover
10 Dec 2007
Bulletin
– December 2007
Volatility can arise when traders in a given foreign exchange market close out their positions at the end of the trading day. ... Trading session times are indicative only, as foreign exchange markets have no official open and close times.
https://www.rba.gov.au/publications/bulletin/2007/dec/1.html
Skin in the Game – Central Counterparty Risk Controls and Incentives
18 Jun 2015
Bulletin
– June 2015
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
The Stability of the Financial System
27 Feb 2001
Bulletin
PDF
82KB
Thereare still very close relations between banksupervision and financial system stabilitythrough the close connections between theReserve Bank and APRA (with the formerhaving two Board positions on the latter). ... involvingbankruptcy proceedings and
https://www.rba.gov.au/publications/bulletin/1999/aug/pdf/bu-0899-2.pdf
Recent Conditions in the Australian Foreign Exchange Market
10 Mar 2009
Bulletin
– March 2009
spread. Dealers should be willing to place limit orders in the system at close to the central price when the market is more liquid, i.e. ... A sizeable number of these transactions were a result of investors being forced to close out profitable
https://www.rba.gov.au/publications/bulletin/2009/mar/2.html
Reassessing the Costs and Benefits of Centrally Clearing the Australian Bond Market
15 Mar 2023
Bulletin
- March 2023
PDF
506KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/reassessing-the-costs-and-benefits-of-centrally-clearing-the-australian-bond-market.pdf
The Domestic Market for Short-term Debt Securities
10 Sep 2011
Bulletin
– September 2011
These banks all have long-term debt ratings of AA- or better and, at close to $150 billion, their bill and CD issuance accounts for around 70 per cent of the ... As the liquidity of a three-month bill or CD declines noticeably when its maturity
https://www.rba.gov.au/publications/bulletin/2011/sep/5.html