Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
Search Results
Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX Clearing and…
17 Aug 2023
the notional value of OTC IRD cleared by ASX Clear (Futures). ... Independent external validations of ASX's SPAN and OTC IRD margin models and the ASX Clear Derivatives Pricing System were completed during the Assessment period.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
Supervision of Clearing and Settlement Facilities
9 Oct 2015
PSB Annual Report
– 2015
US dollar-denominated OTC IRD account for around 70 per cent of transactions cleared by CME. ... Australian dollar-denominated IRD account for less than 1 per cent of the total notional value of OTC IRD outstanding with CME.
https://www.rba.gov.au/publications/annual-reports/psb/2015/supervision-of-clearing-and-settlement-facilities.html
Supervision of Clearing and Settlement Facilities
24 Oct 2016
PSB Annual Report
– 2016
CME clears five types of OTC IRD products: IRS, zero-coupon swaps, basis swaps, FRAs and OISs. ... The decline in OTC IRD transactions outstanding largely reflects trade compression activity in USD and EUR transactions.
https://www.rba.gov.au/publications/annual-reports/psb/2016/supervision-of-clearing-and-settlement-facilities.html
3. Assessment of LCH.Clearnet Limited against the Financial Stability Standards | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear…
9 Mar 2023
entities' notional value outstanding of Australian dollar-denominated OTC IRDs is centrally cleared. ... The majority of Australian dealers' OTC IRDs are interest rate swaps (Graph 6).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/assessment.html
Financial Stability Review
9 Apr 2021
FSR
- April 2021
PDF
1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf
Financial Stability Review April 2016
15 Apr 2016
FSR
April 2016
PDF
1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf
Trends in Payments, Clearing and Settlement Systems
20 Sep 2018
PSB Annual Report
– 2018
LCH Limited's (LCH Ltd) SwapClear service provides CCP services for OTC IRD. ... During 2017/18, nearly $25 trillion in AUD-denominated OTC IRD were compressed by LCH Ltd.
https://www.rba.gov.au/publications/annual-reports/psb/2018/trends-in-payments-clearing-and-settlement-systems.html
Payments System Board Annual Report 2021
21 Oct 2021
PSB Annual Report
- 2021
PDF
1811KB
https://www.rba.gov.au/publications/annual-reports/psb/2021/pdf/psb-annual-report-2021.pdf
Trends in Payments, Clearing and Settlement Systems
17 Oct 2019
PSB Annual Report
– 2019
LCH Limited's (LCH Ltd) SwapClear service provides CCP services for OTC IRD and inflation rate derivatives. ... The notional value of all centrally cleared AUD-denominated OTC IRD increased significantly in 2019.
https://www.rba.gov.au/publications/annual-reports/psb/2019/trends-in-payments-clearing-and-settlement-systems.html