Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
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CCP Links and Exposure
31 Dec 2013
RDP
2013-12
one between the buyer and its CCP, and one between the two CCPs. ... Figure 1: Unlinked and Linked CCPs. However, CCP links also generate exposures that could pose financial stability risks.
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
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The Model
22 Nov 2016
RDP
2016-07
The gross payments the CCP makes in period t 1 are given by:. ... In reality, CCPs scale default fund requirements based on traders' activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Contagion Analysis
29 Sep 2015
RDP
2015-02
In the case of a CCP, therefore, we focus solely on the propensity for secondary stress. ... VMGH therefore allows for partial payment of variation margin obligations by a CCP.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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Introduction
20 Jan 2021
RDP
2021-01
Mancini et al write ‘the CCP-based segment represents the sole resilient part of the euro repo market. ... This suggests that anonymous CCP-based trading is key for repo market resilience’ (p 1773).
https://www.rba.gov.au/publications/rdp/2021/2021-01/introduction.html
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Introduction
31 Dec 2014
RDP
2014-10
were listed as national priorities in the Eleventh and Twelfth Five-Year Plans (Govt of the PRC 2005, 2011) and the Third Plenum of the Chinese Communist Party in 2013 (CCP
https://www.rba.gov.au/publications/rdp/2014/2014-10/introduction.html
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