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RBA Glossary definition for CCP

CCP – Central counterparty

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The Australian Financial System

10 Mar 2014 FSR – March 2014
Financial market infrastructures (FMIs), such as payments systems, central counterparties (CCPs) and securities settlement systems, facilitate most financial transactions and trading activity in the economy. ... To provide advice and assist with the
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html

Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 3395KB
to be reduced by allowing netting across CCPs,CCPs become exposed to one another through the possibility of a CCP default.The change in system exposure resulting from these two effects ... We use this exposure-netting ratio, R, to assess the effect of
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf

The Efficiency of Central Clearing: A Segmented Markets Approach

24 Oct 2016 RDP PDF 2054KB
3.4 First-order Conditions without a CCP 10. 3.5 The CCP 10. ... 20 In reality, CCPs scale default fund requirements based on traders’ activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
connections with the financial markets that a CCP serves, its participants, and linked CCPs and other financial market infrastructures). ... As noted, the scope for netting will depend on the extent to which transactions are cleared non-centrally,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
both products are centrally cleared with:. – each product cleared via a different CCP (‘separate CCPs’). – ... Second, exposure under the single CCP structure gradually approaches that under the structure with separate CCPs.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

The Economics of Shadow Banking | Conference – 2013

19 Aug 2013 Conferences
Manmohan Singh
A CCP will be collecting collateral and netting bilateral positions. While CCPs do not have explicit taxpayer backing, they may be supported in times of stress. ... The remaining exposures will have to be collateralised when moved to a CCP to avoid
https://www.rba.gov.au/publications/confs/2013/singh.html

5.4 Focus Topic: Interest Rate Risk

6 Oct 2023 FSR – October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html

Box D: Trade Compression

20 Apr 2016 FSR – April 2016
Use of compression in the Australian market can be expected to increase further as a result of the greater use of CCPs. ... CCPs generally offer services to facilitate compression, as well as periodic access to third-party multilateral compression.
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html

The Australian Financial System

7 Oct 2022 FSR – October 2022
The CCP has increased margin requirements and introduced new stress test scenarios to ensure that its financial resources remain adequate. ... CCPs hold margin and other financial resources to minimise the effect a potential participant default might
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.html

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