Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/
The Australian Financial System
10 Mar 2015
FSR
– March 2015
Given their importance to the financial system, CCPs licensed to operate in Australia must meet Financial Stability Standards (FSS) determined by the Reserve Bank, which are based on the internationally agreed ... The FSS for CCPs impose requirements on
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
In the event that a participant defaults, the CCP takes over their portfolio. ... The Bank has determined two sets of Financial Stability Standards (Standards) – one for CCPs and one for SSFs.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
operational dependence on the CCP. Costs associated with risk concentration and operational dependence would be expected to be mitigated by strong regulation and supervision of licensed CCPs against domestic standards that ... In addition to variation
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
Special Topic on CCP Margin Arrangements | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
The Bank's assessment is that ASX Clear ‘observes’ all of the sub-standards in CCP Standard 6: Margin. ... the management of liquidity risk in the CCPs' margin models for exchange-traded derivatives (CCP Standard 6.1).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/special-topic-on-ccp-margin-arrangements.html
Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
In assessing whether a facility has met each of the CCP Standards, the Reserve Bank takes into account associated guidance. ... The following provides details of how ASX Clear and ASX Clear (Futures) observe each of the CCP Standards (including
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/index.html
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
largest single participant. The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard. ... 20 In reality, CCPs scale default fund requirements based on traders’ activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
As the use globally of central clearing has increased in derivatives markets, standard-setting bodies have pursued an international work plan to ensure that CCPs themselves do not become ‘too big ... critical services to CCPs, which could lead to
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
December | 2017
7 Dec 2017
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/