| 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 rate |
| APCA |
Australian Payments Clearing Association |
| APRA |
Australian Prudential Regulation Authority |
| ASIC |
Australian Securities and Investments Commission |
| ASXCC |
ASX Clearing Corporation Limited |
| AUD |
Australian dollar |
| 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 |
| CCO |
Chief Compliance Officer |
| CCP |
central counterparty |
| CDI |
CHESS Depository Interest |
| CEO |
Chief Executive Officer |
| CFO |
Chief Financial Officer |
| CFR |
Council of Financial Regulators |
| CFTC |
US Commodity Futures Trading Commission |
| CHESS |
Clearing House Electronic Sub-register System |
| CIO |
Chief Information Officer |
| CMaX |
Collateral Management Exchange |
| CMM |
cash market margining |
| CPMI |
Committee on Payments and Market Infrastructures |
| CPRC |
Clearing Risk Policy Committee |
| CPRM |
Clearing Risk Policy and Management |
| CPSS |
Committee on Payment and Settlement Systems |
| CRA |
Counterparty Risk Assessment |
| CRO |
Chief Risk Officer |
| CROCC |
CCP Risk, Operations and Compliance Committee |
| CRPC |
Clearing Risk Policy Committee |
| CRQ |
Clearing Risk Quantification |
| CS |
clearing and settlement |
| CSP |
critical service provider |
| DAH |
Digital Asset Holdings |
| DBOR |
Daily Beneficial Ownership Report |
| DCO |
Derivatives Clearing Organization |
| DCS |
Derivatives Clearing System |
| DLR |
default liquidity requirement |
| DLT |
distributed ledger technology |
| DMC |
Default Management Committee |
| DMF |
Default Management Framework |
| DMG |
Default Management Group |
| DMP |
default management process |
| DMSG |
Default Management Steering Group |
| DPS |
Derivatives Pricing System |
| DSFs |
Deliverable Swap Futures |
| 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 |
| EU |
European Union |
| EUR |
euro |
| FHSVaR |
Filtered Historical Simulation of Value at Risk |
| FMI |
financial market infrastructure |
| FSB |
Financial Stability Board |
| FSS |
Financial Stability Standards |
| GBP |
United Kingdom pound |
| GE |
Group Executive |
| HIN |
holder identification number |
| HLE |
High-level Expectation |
| HSVaR |
Historical Simulation of Value at Risk |
| ICR |
Internal Credit Rating |
| IMSG |
Implementation Monitoring Standing Group |
| IOSCO |
International Organization of Securities Commissions |
| IRD |
interest rate derivatives |
| IRS |
interest rate swaps |
| JPY |
Japanese yen |
| L3 |
Level 3 |
| LEPOs |
low exercise price options |
| NSX |
National Stock Exchange of Australia |
| NTA |
net tangible assets |
| NZD |
New Zealand dollar |
| OTA |
offsetting transaction arrangement |
| OTC |
over-the-counter |
| PBC |
People's Bank of China |
| PFMI |
Principles for Financial Market Infrastructures |
| PIRC |
Participant Incident Response Committee |
| PMO |
Project Management Office |
| PSNA |
Payment Systems and Netting Act 1998 |
| PSR |
price scanning range |
| PvP |
payment-versus-payment |
| RBNZ |
Reserve Bank of New Zealand |
| RITS |
Reserve Bank Information and Transfer System |
| RMB |
Chinese renminbi |
| RQG |
Risk Quantification Group |
| RTGS |
real-time gross settlement |
| S&P |
Standard & Poor |
| SIM |
SIM Venture Securities Exchange Limited |
| 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 |
| SSX |
Sydney Stock Exchange Limited |
| STEL |
stress test exposure limit |
| SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| T+2 |
two-day settlement cycle |
| TAS |
Trade Acceptance Service |
| TORESS |
Total Return Single Stock |
| UK |
United Kingdom |
| US |
United States |
| USD |
US dollar |
| VaR |
value at risk |
| VSR |
volatility scanning range |
