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RBA Glossary definition for BKBM

BKBM – Bank bill benchmark

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
BCL. Banque Centrale du Luxembourg. BKBM. NZ bank bill benchmark. BoE.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html

Material Developments | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
The products eligible for clearing include interest rate swaps referencing the NZ bank bill benchmark (BKBM) and NZ overnight index swaps (OIS), to a maximum maturity of 15 years and two
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html

Abbreviations | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
BBSW. bank bill swap rate. BCL. Banque Centrale du Luxembourg. BKBM.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
and NZD swap rates (BBSW, AONIA, BKBM and NZONIA). ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-04.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
These scenarios capture movements in AUD and NZD swap rates (BBSW, AONIA, BKBM and NZONIA), and apply simultaneous shocks to the five AUD interest rate futures contracts in the case of ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-04.html

Standard 7: Liquidity risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and…

9 Mar 2023
In addition, scenarios also cover movements in the AONIA, BBSW, NZONIA and BKBM rates that are used as the reference rates for AUD and NZD OTC IRD. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-07.html

PSB Board Annual Report 2019

20 May 2020 Annual Report PDF 3893KB
https://www.rba.gov.au/publications/annual-reports/psb/2019/pdf/2019-psb-annual-report.pdf

RBA Payments System Board 2018 Annual Report

10 Feb 2020 Annual Report PDF 7554KB
Payments System Board Annual Report. 2018. ContentsGovernor’s Foreword 1. Functions and Objectives of the Payments System Board 3. Governance 5. Payments System Board 9. Accountability and Communication 17. Trends in Payments, Clearing and
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/2018-psb-annual-report.pdf

Abbreviations

17 Oct 2019 PSB Annual Report – 2019
NPP. New Payments Platform. NPPA. NPP Australia Limited. NZ BKBM IRS.
https://www.rba.gov.au/publications/annual-reports/psb/2019/abbreviations.html