| ADI |
authorised deposit-taking institution |
| AFR |
Available Financial Resources |
| AIM |
additional initial margin |
| ALMO |
Approved Listing Market Operator |
| ALR |
Additional Liquidity Requirement |
| AMO |
Approved Market Operator |
| AONIA |
Australian overnight index average |
| APRA |
Australian Prudential Regulation Authority |
| AusPayNet |
Australian Payments Network |
| 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 |
| CCO |
Chief Compliance Officer |
| 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 |
| CIO |
Chief Information Officer |
| CLR |
Core Liquidity Requirement |
| CMaX |
Collateral Management Exchange |
| CME SPAN |
Chicago Mercantile Exchange Standard Portfolio Analysis of Risk |
| CMM |
Cash Market Margining |
| COO |
Chief Operating Officer |
| DvP |
delivery-versus-payment |
| EPSC |
Enterprise Portfolio Steering Committee |
| ERM |
Enterprise Risk Management |
| ERMC |
Enterprise Risk Management Committee |
| ESA |
Exchange Settlement Account |
| ESAS |
Exchange Settlement Account System |
| ESMA |
European Securities and Markets Authority |
| ETO |
exchange-traded option |
| FHSVaR |
filtered historical simulation value at risk |
| FMI |
financial market infrastructure |
| FSB |
Financial Stability Board |
| FSS |
Financial Stability Standard(s) |
| HLE |
High-level Expectation |
| HSVaR |
Historical Simulation of Value at Risk |
| ICC |
Inter-commodity spread concession |
| ICR |
Internal Credit Rating |
| IOSCO |
International Organization of Securities Commissions |
| IRD |
interest rate derivative |
| LEPO |
low-exercise-price options |
| MoU |
memorandum of understanding |
| MPOR |
margin period of risk |
| NSX |
National Stock Exchange of Australia |
| NTA |
net tangible assets |
| OLR |
Ordinary Liquidity Requirement |
| OTA |
offsetting transaction arrangement |
| OTC |
over-the-counter |
| PBoC |
People's Bank of China |
| PFMI |
Principles for Financial Market Infrastructures |
| PIRC |
Participant Incident Response Committee |
| RBNZ |
Reserve Bank of New Zealand |
| CRA |
Counterparty Risk Assessment |
| CRO |
Chief Risk Officer |
| CRPM |
Clearing Risk Policy and Management |
| CPMI |
Committee on Payments and Market Infrastructures |
| CRQD |
Clearing Risk Quantification and Development |
| CS |
clearing and settlement |
| CSORC |
Clearing and Settlement Operations, Risk and Compliance Committee |
| 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 |
| DMG |
Default Management Group |
| DMRF |
Default Management and Recovery Framework |
| DMRSG |
Default Management and Recovery Steering Group |
| DPS |
Derivatives Pricing System |
| DvD |
delivery-versus-delivery |
| PSNA |
Payment Systems and Netting Act 1998 |
| PSR |
price scanning range |
| RCC |
Risk Consultative Committee |
| RITS |
Reserve Bank Information and Transfer System |
| RMB |
Renminbi |
| RQWG |
Risk Quantification Working Group |
| RST |
reverse stress testing |
| RTGS |
real-time gross settlement |
| S&P |
Standard & Poor's |
| SOF |
Swift Oversight Forum |
| 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 |
| TAS |
Trade Acceptance Service |
| VaR |
value at risk |
| VSR |
volatility scanning range |
