Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
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4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
In the event that a participant defaults, the CCP takes over their portfolio. ... The Bank has also been involved in international policy work on CCP resolution issues.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
December | 2015
17 Dec 2015
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2015/dec/
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
June | 2021
17 Jun 2021
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2021/jun/
Reassessing the Costs and Benefits of Centrally Clearing the Australian Bond Market
16 Mar 2023
Bulletin
– March 2023
This article considers the costs and benefits of centrally clearing the Australian bond market, in light of developments in the market since the Reserve Bank’s last review in 2015.
https://www.rba.gov.au/publications/bulletin/2023/mar/reassessing-the-costs-and-benefits-of-centrally-clearing-the-australian-bond-market.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
Box D: Trade Compression
20 Apr 2016
FSR
– April 2016
Use of compression in the Australian market can be expected to increase further as a result of the greater use of CCPs. ... CCPs generally offer services to facilitate compression, as well as periodic access to third-party multilateral compression.
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html
The Australian Financial System
7 Oct 2022
FSR
– October 2022
The CCP has increased margin requirements and introduced new stress test scenarios to ensure that its financial resources remain adequate. ... CCPs hold margin and other financial resources to minimise the effect a potential participant default might
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.html
Non-dealer Clearing of Over-the-counter Derivatives
27 Mar 2014
Bulletin
PDF
572KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-9.pdf
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
24 Jun 2013
Bulletin
– June 2013
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital
https://www.rba.gov.au/publications/bulletin/2013/jun/7.html