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
1 Apr 2004
FSR
PDF
611KB
These issues, together with those closer to home arising from the changed fi nancial behaviour of households described above, will bear close watching over the period ahead. ... bonds and an interpolated swap rate equivalent to their weighted-average
https://www.rba.gov.au/publications/fsr/2004/mar/pdf/0304.pdf
Resilience of the Australian Financial System
22 Mar 2024
FSR
– March 2024
Resilience of the Australian Financial System | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-the-australian-financial-system.html
Financial Stability Review - September 2005
26 Sep 2005
FSR
- September 2005
PDF
494KB
https://www.rba.gov.au/publications/fsr/2005/sep/pdf/0905.pdf
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
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
Developments in the Financial System Architecture
10 Feb 2020
FSR
October 2017
PDF
714KB
https://www.rba.gov.au/publications/fsr/2017/oct/pdf/dev-fin-sys-arch.pdf
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
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
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
10 Sep 2014
FSR
– September 2014
APRA will phase out this treatment by 2018. The major banks are well placed to adjust to these higher requirements through earnings retention if current profitability persists. ... This has been driven, in part, by dealers seeking to maximise operational
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html