Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
The Australian Financial System
7 Oct 2022
FSR
– October 2022
The CCP has increased margin requirements and introduced new stress test scenarios to ensure that its financial resources remain adequate. ... CCPs hold margin and other financial resources to minimise the effect a potential participant default might
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.html
The Global Financial Environment
7 Oct 2022
FSR
– October 2022
centrally and centrally cleared markets and are assessing whether central counterparty (CCP) margining practices can be improved to dampen procyclicality. ... UK regulators have also been reviewing the governance, oversight and risk management practices
https://www.rba.gov.au/publications/fsr/2022/oct/global-financial-environment.html
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
Specifically, these standards require entities to implement policies and procedures to engage in portfolio compression when appropriate. ... See the Australian Prudential Regulation Authority's draft Prudential Standard CPS 226 for further information.
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
The Australian Financial System
8 Oct 2021
FSR
– October 2021
Final prudential standards for APRA's comprehensive revisions to the banks' capital framework will be released in November 2021, and come into effect in 2023. ... Further supporting the issuance task is the fact that Australian banks remain highly rated
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.html
The Australian Financial System
9 Oct 2020
FSR
– October 2020
Revenue has also been affected by an industry-wide strengthening of lending standards. ... The ASX CCPs have remained financially resilient, but the extreme volatility has highlighted some areas of potential vulnerability that are discussed in the RBA's
https://www.rba.gov.au/publications/fsr/2020/oct/australian-financial-system.html
Regulatory Developments
4 Oct 2019
FSR
– October 2019
APRA recently released a discussion paper outlining a draft prudential standard in this area. ... The FSB saw no need to modify the TLAC standard at this time.
https://www.rba.gov.au/publications/fsr/2019/oct/regulatory-developments.html
The Australian Financial System
20 Oct 2018
FSR
– October 2018
Given this, global standard setters have developed an international CCP workplan to promote CCP financial resilience, recovery planning and resolvability. ... In addition to the work on CCP resilience and recovery arrangements, the Council of Financial
https://www.rba.gov.au/publications/fsr/2018/oct/aus-fin-sys.html
The Australian Financial System
12 Apr 2019
FSR
– April 2019
Australian regulators have also reviewed the risk management of Australian-licensed CCPs following the Nasdaq incident. ... While managing financial risks is key to CCPs, FMIs must also manage operational risk.
https://www.rba.gov.au/publications/fsr/2019/apr/australian-financial-system.html
Developments in the Financial System Architecture
10 Sep 2009
FSR
– September 2009
In recent months two new CCPs have commenced operations to clear credit derivatives transactions in Europe, and the flow of trades to the existing US-based CCP has increased markedly, albeit ... standards. Achieving consistent standards, particularly on
https://www.rba.gov.au/publications/fsr/2009/sep/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Sep 2012
FSR
– September 2012
soon release its final capital standards, with a revised draft liquidity standard due to be released in December 2012. ... In April, the CPSS and IOSCO released the Principles for Financial Market Infrastructures (PFMIs), a comprehensive set of standards
https://www.rba.gov.au/publications/fsr/2012/sep/dev-fin-sys-arch.html