| ADI |
authorised deposit-taking institution |
| AIM |
additional initial margin |
| AMO |
Approved Market Operator |
| APRA |
Australian Prudential Regulation Authority |
| ASIC |
Australian Securities and Investments Commission |
| ASXCC |
ASX Clearing Corporation |
| BAU |
business-as-usual |
| BoE |
Bank of England |
| CBPL |
capital-based position limit |
| CCMS |
centralised collateral management service |
| CCP |
central counterparty |
| CEO |
Chief Executive Officer |
| CFR |
Council of Financial Regulators |
| CHESS |
Clearing House Electronic Sub-register System |
| CPMI |
Committee on Payments and Market Infrastructures |
| CRO |
Chief Risk Officer |
| CRQD |
Clearing Risk Quantification and Development |
| CS |
clearing and settlement |
| DA |
Digital Asset |
| DCS |
Derivatives Clearing System |
| DLT |
distributed-ledger technology |
| DMC |
Default Management Committee |
| DMG |
Default Management Group |
| DMRF |
Default Management and Recovery Framework |
| DvP |
delivery-versus-payment |
| ERICA |
Enterprise Risk, Internal Audit & Compliance Application |
| ERM |
enterprise risk management |
| ESMA |
European Securities and Markets Authority |
| ETO |
exchange-traded option |
| FMI |
financial market infrastructure |
| FSS |
Financial Stability Standard(s) |
| ICC |
inter-commodity spread concession |
| IOSCO |
International Organization of Securities Commissions |
| IRD |
interest rate derivatives |
| KRI |
key risk indicators |
| MoU |
memorandum of understanding |
| MPOR |
margin period of risk |
| NTA |
net tangible assets |
| NZD |
New Zealand dollar |
| OTA |
offsetting transaction arrangement |
| OTC |
over-the-counter |
| PFMI |
Principles for Financial Market Infrastructures |
| PIRG |
Participant Incident Response Group |
| PSNA |
Payment Systems and Netting Act 1998 |
| RBNZ |
Reserve Bank of New Zealand |
| RCC |
Risk Consultative Committee |
| RQWG |
Risk Quantification Working 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 |
| TOSC |
Technology, Operations and Security Committee |