Assessment of LCH Limited's SwapClear Service Abbreviations

ASIC Australian Securities and Investments Commission
BoE Bank of England
CCP Central counterparty
CCP Standard Financial Stability Standards for Central Counterparties
CS Clearing and settlement
DFAM Default fund additional margin
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)
EONIA Euro Overnight Index Average
€STR Euro short-term rate
FRA Forward rate agreement
GMT Greenwich Mean Time
IBOR Interbank offered rate
IM Initial margin
IRD Interest rate derivatives
IRS Interest rate swaps
ISDA International Swaps and Derivatives Association
LCH Ltd LCH Limited
LCH Ltd Global College Multilateral arrangement for regulatory, supervisory and oversight cooperation on LCH Ltd
LIBOR London Interbank Offered Rate
OIS Overnight index swaps
OTC Over-the-counter
PPS Protected Payments System
SOFR Secured Overnight Financing Rate
SORA Singapore Overnight Rate Average
STLOIM Stress test loss over initial margin
TONA Tokyo Overnight Average rate
The Bank Reserve Bank of Australia
24x5 24 hours, 5 days per week