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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Financial Stability Review April 2019
10 Feb 2020
FSR
April 2019
PDF
3192KB
https://www.rba.gov.au/publications/fsr/2019/apr/pdf/financial-stability-review-2019-04.pdf
The Australian Financial System
15 Oct 2019
FSR
- October 2019
PDF
459KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/03-australian-financial-system.pdf
Financial Stability Review
15 Oct 2019
FSR
- October 2019
PDF
2177KB
https://www.rba.gov.au/publications/fsr/2019/oct/pdf/financial-stability-review-2019-10.pdf
The Australian Financial System
4 Oct 2019
FSR
– October 2019
Rates of non-performance on banks' New Zealand lending, which accounts for the majority of offshore lending, are close to their post-GFC low. ... CCPs have the potential to significantly reduce risks to participants through the multilateral netting of
https://www.rba.gov.au/publications/fsr/2019/oct/australian-financial-system.html
The Australian Financial System
12 Apr 2019
FSR
– April 2019
Major banks' Common Equity Tier 1 (CET1) ratios are all at, or close to, APRA's benchmark of 10 per cent (Graph 3.6). ... CCPs have the potential to significantly reduce risks to participants through the multilateral netting of trades and by imposing more
https://www.rba.gov.au/publications/fsr/2019/apr/australian-financial-system.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
This will facilitate more meaningful monitoring of leverage for financial stability purposes and better capture, for example, the use of ‘synthetic leverage’ and the effects of netting and hedging. ... The report pointed out some possible
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
Given the increase in risk, commercial property lending, including for residential development, will require continued close monitoring for some time yet. ... Each of the Australian banks required to disclose the measure reported a leverage ratio close
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Financial Stability Review April 2016
15 Apr 2016
FSR
April 2016
PDF
1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf
The Australian Financial System
14 Apr 2016
FSR
April 2016
PDF
604KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/aus-fin-sys.pdf
The Australian Financial System
20 Oct 2015
FSR
– October 2015
To neutralise its exposure to market risk, ASX Clear had to ‘close out’ the financial risk associated with BBY's obligations by entering into offsetting trades or transferring client positions to ... In the event, ASX Clear was able to manage the
https://www.rba.gov.au/publications/fsr/2015/oct/aus-fin-sys.html