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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Traded-Debt Securities
1 Dec 1994
RDP
9408
Implicit in this approach is the assumption that a banks will suffer losses incurred over a month before acting to close out positions or taking other action to minimise losses. ... The counter argument to this is that in many instances, traders do not
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html
See 1 more results from "RDP 9408"
Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf
Assessment of the Reserve Bank Information and Transfer System - June 2022
12 Sep 2023
PDF
870KB
The revised metrics have been developed and are in the process of being rolled out. ... financial system and substantial disruption to economic activity. Over the assessment period the Bank continued its close monitoring for emerging vulnerabilities and
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2022/pdf/2022-assessment-rits.pdf
Promoting Liquidiity: Why and How?
23 Oct 2008
Conferences
PDF
224KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/kearns-lowe.pdf
FSR Developments in the Financial System
10 Sep 2008
FSR
– September 2008
Throughout the recent turmoil in financial markets the various regulators in Australia have been in close contact with one another. ... ASX has since increased the fees applying to failed trades and has announced prospective new arrangements for the
https://www.rba.gov.au/publications/fsr/2008/sep/dev-sys-infra.html
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
Transcript of Speech and Question & Answer Session on 23 April 2015
23 Apr 2015
Speech
Transcript of Question & Answer Session , London
https://www.rba.gov.au/speeches/2015/sp-ag-2015-04-23-q-and-a-transcript.html
Financial Stability Review - March 2009
17 Apr 2009
FSR
- March 2009
PDF
1621KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/0309.pdf
RESERVE BANK OF AUSTRALIA REDUCING FOREIGN EXCHANGESETTLEMENT RISK IN ...
9 Sep 1999
PDF
366KB
before netting) and on an amount settled basis (i.e. after netting underbilateral netting arrangements). ... Table 5Use of Bilateral Netting With Major Counterparties. Top counterparties ranked by value of trades.
https://www.rba.gov.au/payments-and-infrastructure/resources/publications/payments-au/reducing-forex-risk.pdf
Attachment 1 | 2007/08 Assessment
9 Mar 2023
Under a new harmonised margin-setting methodology recently introduced at ACH and SFECC, the higher of a one or two-day close-out period is applied. ... SFECC has the ability to close out any open contracts, to exercise or terminate open contracts, or to
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2007-2008/attachment1.html