| ADI |
Authorised deposit-taking institution |
| AFR |
Available financial resources |
| AIM |
Additional initial margin |
| ALMO |
Approved Listing Market Operator |
| AMO |
Approved Market Operator |
| AONIA |
Australian overnight index average |
| APCA |
Australian Payments Clearing Association |
| APRA |
Australian Prudential Regulation Authority |
| ASIC |
Australian Securities and Investments Commission |
| ASXCC |
ASX Clearing Corporation |
| BBSW |
Bank bill swap rate |
| CAC |
Contributions and additional cover |
| CALCO |
Capital and Liquidity Committee |
| CBPL |
Capital-based position limit |
| CCMS |
Centralised Collateral Management Service |
| CCP |
Central counterparty |
| CDI |
CHESS Depository Interest |
| CGS |
Commonwealth Government securities |
| CEO |
Chief Executive Officer |
| CFD |
Contract for difference |
| CHESS |
Clearing House Electronic Sub-register System |
| CMaX |
Collateral Management Exchange |
| CME |
Chicago Mercantile Exchange |
| CMM |
Cash Market Margining |
| CMSA |
Collateral Management Services Agreement |
| CPSS |
Committee on Payment and Settlement Systems |
| CROCC |
CCP Risk, Operations and Compliance Committee |
| CRM |
Clearing Risk Management |
| CRO |
Chief Risk Officer |
| CRPC |
Clearing Risk Policy Committee |
| CS |
Clearing and settlement |
| DBOR |
Daily Beneficial Ownership Report |
| DCS |
Derivatives Clearing System |
| DLR |
Default liquidity requirement |
| DMC |
Default Management Committee |
| DMF |
Default Management Framework |
| DMG |
Default Management Group |
| DMSG |
Default Management Steering Group |
| DvD |
Delivery versus delivery |
| DvP |
Delivery versus payment |
| EGM |
Executive General Manager |
| EMIR |
European Regulation on OTC derivatives, central counterparties and trade repositories |
| EPSC |
Enterprise Portfolio Steering Committee |
| ESA |
Exchange Settlement Account |
| ESAS |
Exchange Settlement Account System |
| ESMA |
European Securities and Markets Authority |
| ETO |
Exchange-traded option |
| FMI |
Financial market infrastructure |
| FSS |
Financial Stability Standard |
| HSVAR |
Historical simulation of value at risk |
| ICR |
Internal Credit Rating |
| IRS |
Interest rate swap |
| IOSCO |
International Organization of Securities Commissions |
| NTA |
Net tangible asset |
| OTC |
Over-the-counter |
| PIRC |
Participant Incident Response Committee |
| PMO |
Project Management Office |
| PSNA |
Payment Systems and Netting Act 1998 |
| PSR |
Price scanning range |
| QCCP |
Qualifying central counterparty |
| RITS |
Reserve Bank Information and Transfer System |
| RQG |
Risk Quantification Group |
| RTGS |
Real-time gross settlement |
| SPAN |
Standard Portfolio Analysis of Risk |
| SSF |
Securities settlement facility |
| STEL |
Stress-test exposure limit |
| SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| TAS |
Trade Acceptance Service |
| VSR |
Volatility scanning range |
