Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
Search Results
Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
the National Stock Exchange of Australia (NSX), IR Plus Securities Exchange Ltd (IR Plus) and the Sydney Stock Exchange Limited (SSX).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/appendix-b.html
Abbreviations | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swap. LRMF. Liquidity Risk Management Framework.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/abbreviations.html
Activity and Risk at SwapClear | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
By contrast, activity in interest rate swaps (IRS), which tend to be longer-dated products, increased. ... OIS, FRA and IRS accounted for 95 per cent of the notional value of trades registered.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/activity-and-risk-at-swapclear.html
Standard 18: Tiered Participation Arrangements | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards…
9 Mar 2023
In addition, clearing participants are required to submit daily reports on the identity of customers and the amount of their initial margin for OTC Base products and IRS products, and gross ... CME has self-certified that its account structures for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-18.html
Abbreviations | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ICR. Internal Credit Rating. IRS. Interest rate swap. IOSCO. International Organization of Securities Commissions.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/abbreviations.html
Abbreviations | 2015/16 Assessment of ASX Clearing and Settlement Facilities
8 Mar 2023
IRD. interest rate derivatives. IRS. interest rate swaps. JPY. Japanese yen.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/abbreviations.html
Material Developments Relating to the Bank's Assessment | 2017 Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
Base, OTC IRS and CDS, each with its own pre-funded resources, which remain separated when managing a default. ... In 2017, CME will, where applicable, make conforming changes to the end of waterfall rules for its OTC IRS and CDS services.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/material-developments-relating-to-the-banks-assessment.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
Abbreviations | 2017 Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
IOSCO. International Organization of Securities Commissions. IRD. Interest rate derivatives. IRS.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/abbreviations.html
Developments Relating to the Bank's Assessment | Assessment of Chicago Mercantile Exchange Inc
9 Jun 2023
During the assessment period, CME continued to work on the implementation of recovery and wind-down plans for its Base and OTC IRS clearing services. ... period, CME was working on conforming rule changes for the OTC IRS service and has indicated to the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/developments-relating-to-the-banks-assessment.html