Search: OTC
RBA Glossary definition for OTC
OTC – over-the-counter
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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
The Australian Financial System
10 Mar 2014
FSR
– March 2014
the defaulter's OTC derivatives portfolio, before auctioning the hedged portfolio to non-defaulting participants. ... To provide advice and assist with the hedging process, OTC CCPs second experts from non-defaulting OTC participants.
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.html
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
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
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
Developments in the Financial System Architecture
10 Mar 2013
FSR
– March 2013
As part of this process, a Report on the Australian OTC Derivatives Market, was published in October 2012. ... For this reason, international principles are being developed requiring that OTC derivatives that are not centrally cleared be collateralised.
https://www.rba.gov.au/publications/fsr/2013/mar/dev-fin-sys-arch.html
Proposed Clearing Regime Design and Application | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
However, a preliminary position is that a regime for mandatory central clearing of OTC derivatives in Australia should contain the following elements:. ... Any mandatory requirement that a class of OTC derivatives be centrally cleared should reflect the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/proposed-clearing-regime-design.html
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
In Australia, a similar temporary stay power is included in legislation on OTC derivatives margining reforms (discussed below) which was introduced into Parliament in March. ... The main areas where domestic implementation of global OTC
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
of regulatory authorities' ability to defer to one another in the cross-border regulation of OTC derivatives markets and FMIs. ... In January, IOSCO published its final ‘Risk Mitigation Standards for Non-centrally Cleared OTC Derivatives’.
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
While initially limited to non-centrally cleared trades, this service is now also widely offered for centrally cleared OTC derivative trades. ... For further information, see Section 6.2.2 of APRA, ASIC and RBA (2015), Report on the Australian OTC
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html