| ADI |
authorised deposit-taking institution |
| AFR |
available financial resources |
| AIM |
additional initial margin |
| 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 |
| BCL |
Banque Centrale du Luxembourg |
| CALCO |
Capital and Liquidity Committee |
| CBPL |
capital-based position limit |
| CCMS |
centralised collateral management service |
| CCP |
central counterparty |
| CDI |
CHESS Depository Interest |
| CEO |
Chief Executive Officer |
| CFO |
Chief Financial Officer |
| CFTC |
US Commodity Futures Trading Commission |
| CFR |
Council of Financial Regulators |
| CHESS |
Clearing House Electronic Sub-register System |
| CMaX |
Collateral Management Exchange |
| CME |
Chicago Mercantile Exchange |
| CMM |
cash market margining |
| CPMI |
Committee on Payments and Market Infrastructures |
| CPSS |
Committee on Payment and Settlement Systems |
| CRA |
Counterparty Risk Assessment |
| CRM |
Clearing Risk Management |
| CRO |
Chief Risk Officer |
| CROCC |
CCP Risk, Operations and Compliance Committee |
| CRPC |
Clearing Risk Policy Committee |
| CRQ |
Clearing Risk Quantification |
| CS |
clearing and settlement |
| DBOR |
Daily Beneficial Ownership Report |
| DCO |
Derivatives Clearing Organization |
| 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 |
| DPS |
Derivatives Pricing System |
| DvD |
delivery-versus-delivery |
| DvP |
delivery-versus-payment |
| EMIR |
European Regulation on OTC derivatives, central counterparties and trade repositories |
| EPSC |
Enterprise Portfolio Steering Committee |
| ERMC |
Enterprise Risk Management Committee |
| ESA |
Exchange Settlement Account |
| ESAS |
Exchange Settlement Account System |
| ESMA |
European Securities and Markets Authority |
| ETO |
exchange-traded option |
| FMI |
financial market infrastructure |
| FSB |
Financial Stability Board |
| FSS |
Financial Stability Standard(s) |
| GE |
Group Executive |
| HLE |
High-level Expectation |
| HSVaR |
Historical Simulation of Value at Risk |
| ICR |
Internal Credit Rating |
| IOSCO |
International Organization of Securities Commissions |
| IRD |
interest rate derivatives |
| IRS |
interest rate swaps |
| NTA |
net tangible assets |
| OTA |
offsetting transaction arrangement |
| OTC |
over-the-counter |
| PFMI |
Principles for Financial Market Infrastructures |
| PID |
participant identifier |
| PIRC |
Participant Incident Response Committee |
| PMO |
Project Management Office |
| PSNA |
Payment Systems and Netting Act 1998 |
| PSR |
price scanning range |
| PvP |
payment versus payment |
| RITS |
Reserve Bank Information and Transfer System |
| RQG |
Risk Quantification Group |
| RTGS |
real-time gross settlement |
| SOF |
Swift Oversight Forum |
| SPAN |
Standard Portfolio Analysis of Risk |
| SROCC |
SSF Risk, Operations and Compliance Committee |
| SRPC |
Settlement Risk Policy Committee |
| SSF |
securities settlement facility |
| STEL |
stress-test exposure limit |
| SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| TAS |
Trade Acceptance Service |
| VaR |
value at risk |
| VSR |
volatility scanning range |
