Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
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Abbreviations
2 Oct 2013
PSB Annual Report
– 2013
IOSCO. International Organization of Securities Commissions. IRS. Interest rate swaps. LCH.C.
https://www.rba.gov.au/publications/annual-reports/psb/2013/abbreviations.html
Abbreviations
17 Oct 2019
PSB Annual Report
– 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
They estimate that a prudent CCP with a monopoly on OTC derivative clearing would need US$43 billion of initial margin for clearing interest rate swaps (IRS), and up to US$107 billion ... Similar results are obtained if clearing is consolidated across
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
UK. (Bank of England). Chicago Mercantile Exchange Inc. (CME). IRS service: OTC IRD, and non-AUD IRD traded on the CME market or the Chicago Board of Trade.
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Author Index
31 Dec 2001
RDP
2001-10
Haldane AG, 22. Harding A, 23. Harper IR, 16. Hawkins JR, 4, 11.
https://www.rba.gov.au/publications/rdp/2001/2001-10/author-index.html
See 1 more results from "RDP 2001-10"
Monetary Policy Transmission
9 Dec 2019
RDP
2019-11
Kamber and Mohanty (2018) examine monetary policy transmission in China through an event study by constructing a monetary surprise series using changes in China's interest rate swap (IRS) market in ... 16) as a result of the IRS market only commencing in
https://www.rba.gov.au/publications/rdp/2019/2019-11/monetary-policy-transmission.html
See 1 more results from "RDP 2019-11"
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
In the first phase, ASX clears standardised interest rate swaps (IRS) and overnight indexed swaps. ... In a second phase, ASX plans to introduce client clearing, and expand its product scope to Australian dollar-denominated IRS indexed to forward rate
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
Trends in Payments, Clearing and Settlement Systems
14 Sep 2017
PSB Annual Report
– 2017
ASX Settlement also provides SSF services for non-ASX listed securities quoted on the IR Plus Securities Exchange Limited, the National Stock Exchange of Australia, and the Sydney Stock Exchange Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2017/trends-in-payments-clearing-and-settlement-systems.html
Supervision of Clearing and Settlement Facilities
24 Oct 2016
PSB Annual Report
– 2016
These changes also took effect on 7 March. SwapClear clears seven types of IRD products with three accounting for 90 per cent of the notional value outstanding: interest rate swaps (IRS, ... CME clears five types of OTC IRD products: IRS, zero-coupon
https://www.rba.gov.au/publications/annual-reports/psb/2016/supervision-of-clearing-and-settlement-facilities.html