Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
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Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
The total notional value of interest rate derivatives (IRDs) that have been compressed is estimated to have more than tripled between late 2011 and June 2015 (the latest available date). ... The June 2015 multilateral compression cycle run in LCH.C Ltd's
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally cleared continued to increase, ahead of central clearing becoming mandatory in early April (see ‘Developments in the ... Around 90 per cent of
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html