Search: PFMI

Sort by: Relevance Date
2130 of 115 search results for PFMI

RBA Glossary definition for PFMI

PFMI – Principles for Financial Market Infrastructures

Search Results

Developments in the Financial System Architecture

13 Oct 2016 FSR October 2016 PDF 158KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/dev-fin-sys-arch.pdf

Bulletin December Quarter 2020

7 Jan 2021 Bulletin - December 2020 PDF 5686KB
https://www.rba.gov.au/publications/bulletin/2020/dec/pdf/bulletin-2020-12.pdf

Governance of Financial Market Infrastructures

10 Dec 2020 Bulletin - December 2020 PDF 455KB
https://www.rba.gov.au/publications/bulletin/2020/dec/pdf/governance-of-financial-market-infrastructures.pdf

Payments System Board Annual Report 2016 - Abbreviations

12 Oct 2016 PSB Annual Report 2016 PDF 91KB
https://www.rba.gov.au/publications/annual-reports/psb/2016/pdf/abbreviations.pdf

RBA Payments System Board 2018 Annual Report - Abbreviations

20 Sep 2018 Annual Report PDF 624KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/abbreviations.pdf

Results

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
m,t. ), PFMI margin (99 per cent of one-tailed coverage) or high margin (99.9 per cent one-tailed coverage). ... At lower rates of default, less than full clearing becomes optimal when PFMI margin requirements are applied (Figure 11).
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
See 2 more results from "RDP 2016-07"

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
Research Discussion Paper. The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen and Angus Moore. RDP 2016-07. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
It is owned and operated by the Bank. The Banks Payments Policy Department undertakes assessments of RITS against the PFMI. ... Oversight of SWIFT is supported by a set of standards that align with standards for critical service providers in the PFMI.
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Reserve Bank of Australia Annual Report 2020 - Abbreviations

14 Oct 2020 Annual Report PDF 353KB
OMO open market operations. PEXA Property Exchange Australia Limited. PFMI Principles for Financial Market Infrastructures.
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/abbreviations.pdf

Central Counterparty Margin Frameworks

10 Feb 2020 Bulletin December Quarter 2017 PDF 1695KB
https://www.rba.gov.au/publications/bulletin/2017/dec/pdf/bu-1217-10-central-counterparty-margin-frameworks.pdf