Search: Austraclear

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1–5 of 5 collapsed search results for Austraclear

RBA Glossary definition for Austraclear

Austraclear – Austraclear provides settlement services for the OTC debt market and for derivatives traded on the ASX and ASX 24 markets. Austraclear is a wholly owned subsidiary of the ASX group.

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The Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
the Furfine-type algorithm is run on transactions entered into RITS via either cash transfers or Austraclear (over 900,000 rounded transactions between 2005 and 2015). ... Moreover, the number of rounded transactions entered via Austraclear was far
https://www.rba.gov.au/publications/rdp/2016/2016-11/algorithm.html

Identifying Interbank Loans from Payments Data

1 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
The Austraclear system provides settlement facilities for wholesale debt securities and money market transactions. ... was unlikely to be used to settle IBOC loans, our research only uses RTGS transactions entered either directly or via Austraclear.
https://www.rba.gov.au/publications/rdp/2016/2016-11/full.html

The Australian Payments System and IBOC Market

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
The Austraclear system provides settlement facilities for wholesale debt securities and money market transactions. ... was unlikely to be used to settle IBOC loans, our research only uses RTGS transactions entered either directly or via Austraclear.
https://www.rba.gov.au/publications/rdp/2016/2016-11/australian-payments-system-and-iboc-market.html

Features of the Market

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
All SWIFT payments (not just customer payments) involving a ‘non-evening agreed’ bank, and all non-bank Austraclear payments (that are settled via banks' ESAs), must settle before the end of ... As a result, non-evening agreed banks have the option,
https://www.rba.gov.au/publications/rdp/2016/2016-11/features-of-the-market.html

Appendix B: Detailed Description of the Algorithm

15 Dec 2016 RDP 2016-11
Anthony Brassil, Helen Hughson and Mark McManus
It is implemented in Stata, using data from both RITS cash transfers and the Austraclear feeder system.
https://www.rba.gov.au/publications/rdp/2016/2016-11/appendix-b.html