Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
The Australian Financial System
10 Sep 2013
FSR
– September 2013
Financial market infrastructures (FMIs), such as payment systems, central counterparties (CCPs) and securities settlement systems, facilitate most financial transactions and trading activity in the economy. ... CCPs. The notional value of interest rate
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
10 Sep 2014
FSR
– September 2014
CCPs provide centralised management of counterparty risk to their participants. In Australia there are three licensed CCPs:. ... Amongst other changes, the revised FSS introduced more detailed requirements for the validation of CCP risk models.
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
The FSB published guidance on incorporating the Key Attributes in CCP resolution frameworks. ... critical services to CCPs, which could lead to operational difficulties at a CCP if one or more of these clearing participants defaulted.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
Contagion Analysis
29 Sep 2015
RDP
2015-02
In the case of a CCP, therefore, we focus solely on the propensity for secondary stress. ... VMGH therefore allows for partial payment of variation margin obligations by a CCP.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
See 7 more results from "RDP 2015-02"
2015
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2015/
2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/
The Australian Financial System
20 Apr 2016
FSR
– April 2016
all – new trades that are eligible for clearing, and have also made considerable progress in moving legacy bilateral trades to CCPs. ... For more information on the regulation of CCPs, see Hughes D and M Manning (2015), ‘CCPs and Banks: Different
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
In the event that a participant defaults, the CCP takes over its portfolio. ... The main source of financial resources for CCPs is initial margin, which is an indicator of the level of risk the CCP manages.
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html