| €STR |
Euro short-term rate |
| AEDT |
Australian Eastern Daylight Time |
| AONIA |
Australian Overnight Index Average |
| ASIC |
Australian Securities and Investments Commission |
| BBSW |
Bank Bill Swap Rate |
| The Bank |
Reserve Bank of Australia |
| BoE |
Bank of England |
| BSL |
Business Services Limited |
| CaLM |
Collateral and Liquidity Management |
| CaLRM |
Collateral and Liquidity Risk Management |
| CCP |
Central counterparty |
| CCP Resilience Guidance |
Resilience of Central Counterparties: Further guidance on the PFMI |
| CCP Standards |
Financial Stability Standards for Central Counterparties |
| CEO |
Chief Executive Officer |
| CMG |
Crisis Management Group |
| CPMI |
Committee on Payments and Market Infrastructures |
| CRO |
Chief Risk Officer |
| CS |
Clearing and settlement |
| CTO |
Chief Technology Officer |
| DFAM |
Default fund additional margin |
| DMG |
Default Management Group |
| EMIR |
European Market Infrastructure Regulation (Regulation (EU) No 648/2012 of the
European Parliament and of the Council of 4 July 2012 on OTC derivatives,
central counterparties and trade repositories)
|
| EMIR College |
EMIR supervisory college for LCH Ltd |
| ERCo |
Executive Risk Committee |
| ESMA |
European Securities and Markets Authority |
| FMI |
Financial market infrastructure |
| FRA |
Forward rate agreements |
| FSB |
Financial Stability Board |
| Global College |
Multilateral Arrangement for Regulatory, Supervisory and Oversight Cooperation
on LCH Ltd
|
| IBOR |
Interbank offered rate |
| ICS |
Internal credit score |
| IRD |
Interest rate derivatives |
| IRS |
Interest rate swaps |
| IOSCO |
International Organization of Securities Commissions |
| LCH Group |
LCH Group Holdings Limited |
| LCH Ltd |
LCH Limited |
| LIBOR |
London Interbank Offered Rate |
| LMC |
Local Management Committee |
| LSEG |
London Stock Exchange Group plc |
| NDIRS |
Non-deliverable interest rate swaps |
| NIST |
National Institute of Standards and Technology |
| NZIONA |
New Zealand short-term rate |
| OIS |
Overnight index swaps |
| OTC |
Over-the-counter |
| PAIRS |
Portfolio Approach to Interest Rate Scenarios |
| PFMI |
Principles for Financial Market Infrastructures |
| PPS |
Protected Payments System |
| RFR |
Risk-free rate |
| RTTR |
Real-time trade registration |
| SLM |
Stress loss margin |
| SOFR |
Secured overnight financing rate |
| SONIA |
Sterling Overnight Index Average |
| SORA |
Singapore Overnight Rate Average |
| STLOIM |
Stress test losses over initial margin |
| TELBOR |
Tel Aviv Inter-Bank Offered Rate |
| VMGH |
Variation margin gains haircutting |
| VNS |
Variable notional swaps |
| VNOIS |
Variable notional overnight index swaps |
