Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
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Trends in Payments, Clearing and Settlement Systems
20 Sep 2018
PSB Annual Report
– 2018
LCH Limited's (LCH Ltd) SwapClear service provides CCP services for OTC IRD. ... During 2017/18, nearly $25 trillion in AUD-denominated OTC IRD were compressed by LCH Ltd.
https://www.rba.gov.au/publications/annual-reports/psb/2018/trends-in-payments-clearing-and-settlement-systems.html
Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
International Organization of Securities Commissions. IRD. interest rate derivatives. IRS. interest rate swaps.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/abbreviations.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Previously, ASX had set its MPORs at one day for cash market products, two days for exchange-traded derivatives, and five days for OTC interest rate derivatives (IRDs). ... The Bank will continue to monitor ASX's risk management arrangements for NZD OTC
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html
List of tables | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Product. CCP. Model. Exchange-traded derivatives. Both. CME SPAN. OTC IRDs. ASX Clear (Futures).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/tables.html
List of tables | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
b). $5,450m. OTC IRDs. ASX Clear (Futures). Filtered historical simulation value at risk. ... ASX Clear (Futures). CME SPAN. 99.7. 100. ASX Clear (Futures). OTC IRD FHSVaR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/tables.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
This includes:. Expansion of product scope. In October, ASX introduced two new OTC interest rate derivative (IRD) products, bank bill swap rate (BBSW) vs Australian overnight index average (AONIA) basis swaps ... ASX also increased the maturity of some
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/material-developments.html
Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX Clear (Futures) provides CCP services for futures and options on interest rate, equity, energy and commodity products traded on the ASX 24 market, as well as AUD-denominated OTC IRD. ... The average daily value of AUD OTC IRDs cleared by ASX Clear
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/appendix-b.html
Summary and Review of Regulatory Priorities | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
Real-time novation. Monitoring the effectiveness of the risk management of real-time novation arrangements for OTC IRD transactions. ... Default management. Continuing to monitor the review of default management procedures for OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/summary-and-review-of-regulatory-priorities.html
Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX Clear (Futures) also offers a clearing service for OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
clearer of OTC IRD globally.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html