Search: OTC
RBA Glossary definition for OTC
OTC – over-the-counter
Search Results
Box B: Central Clearing of Over-the-counter Credit Derivatives
25 Mar 2009
FSR
- March 2009
PDF
99KB
https://www.rba.gov.au/publications/fsr/2009/mar/pdf/box-b.pdf
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
This paper studies how mandatory central clearing affects market participants’ incentives in OTC. ... The OTC. derivatives contract is the only way traders can manage endowment risk.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Overview
24 Sep 2013
FSR
September 2013
PDF
842KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/overview.pdf
Box E: The Council of Financial Regulators
10 Feb 2020
FSR
October 2018
PDF
585KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/box-e.pdf
Overview
27 Mar 2012
FSR
– March 2012
PDF
51KB
https://www.rba.gov.au/publications/fsr/2012/mar/pdf/overview.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
The resulting increase in the importance of CCPs in OTC derivative markets is well documented. ... The matrix of bilateral gross notional OTC derivative positions for product-class k is denoted Gk.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Developments in the Financial System Architecture
10 Feb 2020
FSR
- April 2017
PDF
1324KB
https://www.rba.gov.au/publications/fsr/2017/apr/pdf/dev-fin-sys-arch.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Structured finance products and many derivatives typically trade OTC because of their inherent idiosyncratic features. ... Therefore, it is no surprise that structured financial products and many derivatives typically trade in OTC markets.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
analysis. Further, OTC markets, which can be large, are omitted, limiting the conclusions that can. ... Accordingly,. OTC repos are settled through CSDs alongside other transactions such as secondary market.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf