Search: margin payment
RBA Glossary definition for margin payment
margin payment – A payment made to meet a margin call, to cover an adverse movement in the price of physical assets, such as equities or units in managed funds, or derivatives, such as futures, options or swap contracts.
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Payments System Board Annual Report 2013 - Oversight of High-value Payment Systems
2 Jan 2014
PSB Annual Report
2013
PDF
516KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/oversight-high-value.pdf
Reserve Bank of Australia Annual Report 2021 - Financial Statements
29 Sep 2022
RBA Annual Report
2021
PDF
480KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/financial-statements.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
provide settlement balances for the smooth functioning of the payments system, and for the. ... provide settlement balances for the smooth functioning of the payments system, manage liquidity.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Payments System Board Annual Report 2013 - Oversight of Clearing and Settlement Facilities
22 Oct 2013
PSB Annual Report
2013
PDF
571KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/oversight-clearing-set.pdf
International Financial Cooperation
9 Aug 2023
RBA Annual Report
- 2022
PDF
555KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/international-financial-cooperation.pdf
Payments System Board Annual Report 2020 - Trends in Payments, Clearing and Settlement Systems
14 Oct 2020
PSB Annual Report
2020
PDF
2471KB
https://www.rba.gov.au/publications/annual-reports/psb/2020/pdf/trends-in-payments-clearing-and-settlement-systems.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
costly at the margin, and since the marginal effect of taking liquidity risk is to increase the probability. ... drawdowns, or unexpected margin requirements. 2.1.1 Discussion. The investment decision resembles the classic portfolio decision in Diamond
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Annual Performance Statement
9 Aug 2023
RBA Annual Report
- 2022
PDF
186KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/annual-performance-statement.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
Collateralisation under interoperability is modelled by Màˆgerle and Nellen (2011).Using a model of margin requirements in a multi-CCP environment, they show thatinteroperable CCPs would collect the same initial margins ... This is especially likely
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
RBA Payments System Board 2018 Annual Report - Governor's Foreword
20 Sep 2018
Annual Report
PDF
566KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/governors-foreword.pdf