Search: Close-out netting

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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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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

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

The Effective Supply of Collateral in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung, Mark Manning and Angus Moore
High-quality assets play an important role as collateral for a wide range of transactions and activities in wholesale financial markets. Regulatory changes since the global financial crisis are increasing the demand for high-quality assets, thereby
https://www.rba.gov.au/publications/bulletin/2014/sep/7.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

Property Settlement in RITS

18 Mar 2021 Bulletin – March 2021
Gabrielle De Freitas and Emilie Fitzgerald
Property transactions are among the largest and most significant financial undertakings that many Australians enter into.
https://www.rba.gov.au/publications/bulletin/2021/mar/property-settlement-in-rits.html

Asian Capital Flows

10 Aug 2004 Bulletin – August 2004
David Wakeling, Lamorna Rogers and Darren Flood
Among other things, the data presented in the graphs record only claims, without netting off liabilities, and location is determined on the basis of headquartering, rather than the place of residence ... The materials on this webpage are subject to
https://www.rba.gov.au/publications/bulletin/2004/aug/2.html

Foreign Currency Exposure and Hedging in Australia

10 Dec 2009 Bulletin – December 2009
Patrick D'Arcy and Muhummed Shah Idil
This reflects the fact that banks hold large offsetting gross derivative positions, owing to the role they play as intermediaries in the derivative market, and because closing out positions in ... Reflecting the netting of offsetting trades among
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html

Trading in Treasury Bond Futures Contracts and Bonds in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung
Treasury bond futures are a key financial product in Australia, with turnover in Treasury bond futures contracts significantly larger than turnover in the market for Commonwealth Government securities (CGS). Treasury bond futures contracts provide a
https://www.rba.gov.au/publications/bulletin/2014/sep/6.html

Financial Regulation and Australian Dollar Liquid Assets

10 Sep 2012 Bulletin – September 2012
Alexandra Heath and Mark Manning
notional outstanding positions involving the Australian dollar, and the degree to which gross notional outstanding positions can be reduced through bilateral netting. ... The materials on this webpage are subject to copyright and their use is subject to
https://www.rba.gov.au/publications/bulletin/2012/sep/6.html

RBA Intraday Currency Market Volatility and Turnover

10 Dec 2007 Bulletin – December 2007
Kristina Clifton and Michael Plumb
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