Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
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Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
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3395KB
to be reduced by allowing netting across CCPs,CCPs become exposed to one another through the possibility of a CCP default.The change in system exposure resulting from these two effects ... We use this exposure-netting ratio, R, to assess the effect of
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
3.4 First-order Conditions without a CCP 10. 3.5 The CCP 10. ... 20 In reality, CCPs scale default fund requirements based on traders’ activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
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1285KB
connections with the financial markets that a CCP serves, its participants, and linked CCPs and other financial market infrastructures). ... As noted, the scope for netting will depend on the extent to which transactions are cleared non-centrally,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Box C: Australian Financial Markets and the UK Referendum
4 Aug 2016
SMP
- August 2016
PDF
354KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/box-c-australian-financial-markets-and-the-uk-referendum.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
more by the central counterparty (CCP) infrastructure than by the presence of collateral, consistent. ... Skeie and von Thadden 2014). Mancini et al write ‘the CCP-based segment represents the sole.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
were listed as national priorities in the Eleventh and Twelfth Five-Year Plans (Govt of the PRC 2005, 2011) and the Third Plenum of the Chinese Communist Party in 2013 (CCP
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
Statement on Monetary Policy - August 2016
5 Aug 2016
SMP
- August 2016
PDF
3173KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/statement-on-monetary-policy-2016-08.pdf