| ADI |
Authorised Deposit-taking Institution |
| AIM |
Additional Initial Margin |
| AMO |
Approved Market Operator |
| APRA |
Australian Prudential Regulation Authority |
| ASIC |
Australian Securities and Investments Commission |
| CAC |
Contributions and Additional Cover |
| CBPL |
Capital-based position limit |
| CEO |
Chief Executive Officer |
| CGF |
Clearing Guarantee Fund |
| CHESS |
Clearing House Electronic Sub-register System |
| CPSS |
Committee on Payment and Settlement Systems |
| CRO |
Chief Risk Officer |
| CS |
Clearing and settlement |
| DCS |
Derivatives Clearing System |
| DIRQ |
Derivatives Intraday Risk Quantification |
| DLR |
Default liquidity requirement |
| DMC |
Default Management Committee |
| DMF |
Default management framework |
| DVP |
Delivery-versus-payment |
| ES |
Exchange Settlement |
| EWMA |
Exponentially Weighted Moving Average |
| FEX |
Financial and Energy Exchange |
| FMI |
Financial market infrastructure |
| FSA |
UK's Financial Services Authority |
| FSS |
Financial Stability Standard |
| ICR |
Internal credit rating |
| IOSCO |
International Organization of Securities Commissions |
| LEPO |
Low exercise price option |
| NGF |
National Guarantee Fund |
| NTA |
Net tangible assets |
| OTC |
Over-the-counter |
| RITS |
Reserve Bank Information and Transfer System |
| RTGS |
Real-time gross settlement |
| SPAN |
Standard Portfolio Analysis of Risk |
| STEL |
Stress-test exposure limit |
| TAS |
Trade Acceptance Service |
| TIMS |
Theoretical Intermarket Margin System |
