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RBA Glossary definition for OTC

OTC – over-the-counter

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Appendix B: CME Regulatory Environment and Risk Management | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
Variation margin is called twice a day for Base products and once a day for OTC IRS. ... The scheduled calculation period is one month for both the Base and OTC IRS guaranty funds.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/appendix-b.html

Abbreviations | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
EMIR. European Regulation on OTC derivatives, central counterparties and trade repositories. ... OIS. Overnight index swaps. OTC. Over-the-counter. PFMI. Principles for Financial Market Infrastructures.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/abbreviations.html

Developments Relating to the Bank's Assessment | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
Australian dollar-denominated IRD traded on the CME market or the Chicago Board of Trade (CBOT) market, for which CME permits portfolio margining with OTC IRD. ... During the assessment period, CME continued to work on the implementation of recovery and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/developments-relating-to-the-banks-assessment.html

Executive Summary | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
The associated rule changes for its over-the-counter (OTC) Interest Rate Swap (IRS) clearing service are expected to be implemented during the next assessment period.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/executive-summary.html

Bulletin March Quarter 2023

8 Jun 2023 Bulletin - March 2023 PDF 7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf

Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…

18 May 2023
Participants using the OTC derivatives clearing service must meet a higher minimum NTA (or Tier 1 Capital) requirement of $50 million. ... Four participants clear OTC transactions only, 11 clear exchange-traded derivatives only, and another four
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html

Special Topic – Default Management | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
of the management of an OTC participant default specified in the Operating Rules. ... during 2012/13, in anticipation of the launch of the OTC derivatives clearing service.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/special-topic-default-management.html

Standard 12: Participant default rules and procedures | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement…

18 May 2023
traded compared with OTC derivatives products (including portfolio-margined futures) over the previous 90 days. ... in the 2012/13 Assessment period in anticipation of the launch of the OTC derivatives clearing service.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-12.html

Standard 6: Margin | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
The five-day holding period reflects the lower liquidity in OTC derivatives products. ... This approach is closely aligned with the methodology used at other OTC derivatives CCPs internationally.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-06.html

Standard 13: Segregation and portability | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
positions. ASX Clear (Futures) offers individual and omnibus segregation to customers (or ‘clients’) of its exchange-traded derivatives and OTC clearing participants (CCP Standard 13.2). ... collateral. Current arrangements for segregation and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-13.html