Assessment of ASX Clearing and Settlement Facilities Abbreviations

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
ASIC Australian Securities and Investments Commission
AusPayNet Australian Payments Network Limited
ASXCC ASX Clearing Corporation
BBSW bank bill swap rate
BCL Banque Centrale du Luxembourg
BKBM NZ bank bill benchmark
BoE Bank of England
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
CIO Chief Information Officer
CLR core liquidity requirement
CMaX Collateral Management Exchange
CME Chicago Mercantile Exchange
CMM cash market margining
COO Chief Operating Officer
CPMI Committee on Payments and Market Infrastructures
CPSS Committee on Payment and Settlement Systems
CS clearing and settlement
CRA Counterparty Risk Assessment
CRO Chief Risk Officer
CRPM Clearing Risk Policy and Management
CRQD Clearing Risk Quantification and Development
DA Digital Asset
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
DMRF Default Management and Recovery Framework
DMG Default Management Group
DMRSG Default Management and Recovery Steering Group
DPS Derivatives Pricing System
DvD delivery-versus-delivery
DvP delivery-versus-payment
ESA Exchange Settlement Account
ESAS Exchange Settlement Account System
ESG Executive Steering Group
ESMA European Securities and Markets Authority
ERM enterprise risk management
ETO exchange-traded option
FHSVaR filtered historical simulation of value at risk
FMI financial market infrastructure
FSS Financial Stability Standard(s)
HLE High-level Expectations
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 derivatives
MoU memorandum of understanding
MPOR margin period of risk
NSX National Stock Exchange of Australia
NTA net tangible assets
NZONIA New Zealand Overnight Index Average
OIS overnight index swap
OLR ordinary liquidity requirement
OTA offsetting transaction arrangement
OTC over-the-counter
PFMI Principles for Financial Market Infrastructures
PGG Porfolio Governance Group
PID participant identifier
PIRG Participant Incident Response Group
PSNA Payment Systems and Netting Act 1998
PSR price scanning range
PvP payment versus payment
RBNZ Reserve Bank of New Zealand
RCC Risk Consultative Committee
RITS Reserve Bank Information and Transfer System
RQWG Risk Quantification Working Group
RTGS real-time gross settlement
SOF SWIFT Oversight Forum
SPAN Standard Portfolio Analysis of Risk
SPOR stressed period of risk
SSF securities settlement facility
SSX Sydney Stock Exchange
STEL stress test exposure limit
SWIFT Society for Worldwide Interbank Financial Telecommunication
TAS Trade Acceptance Service
VaR value at risk
VSR volatility scanning range