| 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 |
