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RBA Glossary definition for BKBM

BKBM – Bank bill benchmark

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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

Oversight, Supervision and Regulation of Financial Market Infrastructures

20 Sep 2018 PSB Annual Report – 2018
The products initially eligible for clearing included bank bill benchmark (BKBM) interest rate swaps (IRS) and overnight index swaps (OIS), both to a maximum maturity of two years. ... The maximum maturity of BKBM IRS was extended to 15 years in February.
https://www.rba.gov.au/publications/annual-reports/psb/2018/oversight-supervision-and-regulation-of-financial-market-infrastructures.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

RBA Payments System Board 2018 Annual Report - Oversight, Supervision and Regulation of Financial Market Infrastructures

20 Sep 2018 Annual Report PDF 706KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf

Assessment of ASX Clearing and Settlement Facilities 2017/2018

10 Sep 2018 PDF 844KB
Assessment of ASX Clearing and Settlement Facilities. September 2018. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 9. 3. Review of ASX’s Technology Governance and Operational Risk and Control
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/report-2017-2018.pdf

Assessment of ASX Clearing and Settlement Facilities - September 2019

19 Sep 2019 PDF 939KB
Assessment of ASX Clearing and Settlement Facilities. September 2019. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 10. Box A: Progress implementing CCP Resilience Guidance 11. Box B: Findings from
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/report-2018-2019.pdf

C1. Financial Stability Standards for Central Counterparties

18 Sep 2019 PDF 1135KB
ASSESSMENT OF ASX CLEARING AND SETTLEMENT FACILITIES | SEPTEMBER 2019 1. C1. Financial Stability Standards for Central Counterparties. The Financial Stability Standards for Central Counterparties (CCP Standards) are made up of 21 headline standards,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/c1-financial-stability-standards-for-central-counterparties.pdf

Appendix C1: Financial Stability Standards for Central Counterparties

10 Sep 2018 PDF 1019KB
Assessment of ASX Clearing and Settlement Facilities 2017/2018
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/appendix-c1-asx-central-counterparties.pdf