Search: LCH
RBA Glossary definition for LCH
LCH – LCH Limited. LCH registered its change of name (from LCH.Clearnet Limited) in Australia under the Corporations Act 2001 on 14 July 2017. It is licensed in Australia to provide central counterparty services for OTC interest rate derivatives and inflation rate derivatives.
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The Australian Financial System
8 Apr 2021
FSR
– April 2021
In recognition of this, the London-based CCP LCH Limited (LCH Ltd), which provides clearing services to Australian participants in the over-the-counter interest rate derivatives market via its SwapClear ... The Bank's 2020 Assessment of LCH Ltd's
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
Compression in LCH.C Ltd's global SwapClear service has increased markedly since late 2013, including for Australian dollar-denominated trades (Graph D1). ... compressed. Footnotes. For further information on the different types of trade compression see
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
List of graphs
20 Apr 2016
FSR
– April 2016
Graph D1: Compression in LCH.C Ltd's SwapClear Service (Flow). ... Graph D2: AUD Value Outstanding in LCH.C Ltd's SwapClear Service (Stock).
https://www.rba.gov.au/publications/fsr/2016/apr/graphs.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
10 Mar 2009
FSR
– March 2009
For example, the unwinding of Lehman's US$9 trillion open positions in LCH.Clearnet Limited's SwapClear, a central counterparty for OTC interest rate swaps, proceeded smoothly. ... Recourse to LCH.Clearnet Limited's default fund proved unnecessary for
https://www.rba.gov.au/publications/fsr/2009/mar/box-b.html
The Australian Financial System
8 Oct 2021
FSR
– October 2021
There has also been a sustained focus by the Bank over recent years on operational risk management at LCH Limited (LCH Ltd), a London-based CCP providing clearing services to Australian ... The Bank is satisfied with the steps being taken by LCH Ltd to
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.html
Box B: Central Clearing of Over-the-counter Credit Derivatives
25 Mar 2009
FSR
- March 2009
PDF
99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf
The Australian Financial System
23 Sep 2014
FSR
September 2014
PDF
1711KB
https://www.rba.gov.au/publications/fsr/2014/sep/pdf/aus-fin-sys.pdf
The Australian Financial System
10 Mar 2015
FSR
– March 2015
LCH.C Ltd introduced recovery and wind-down plans in the first half of 2014. ... The major Australian banks are now all direct participants in both LCH.C Ltd and ASX Clear (Futures).
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
The Australian Financial System
24 Mar 2015
FSR
March 2015
PDF
496KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/aus-fin-sys.pdf