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RBA Glossary definition for CCP

CCP – Central counterparty

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CCP Links and Exposure

31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
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
James Hansen and Angus Moore
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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Developments in the Clearing and Settlement Industry

27 Sep 2023 PSB Annual Report – September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
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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5.5 Abbreviations

19 Oct 2023 RBA Annual Report – 2023
CBDC. Central bank digital currency. CCPs. central counterparties. CEDA. Committee for Economic Development of Australia.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html

Financial Market Infrastructures

28 Sep 2022 PSB Annual Report – September 2022
In the event that a participant defaults, the CCP takes over its portfolio. ... The main source of financial resources for CCPs is initial margin, which is an indicator of the level of risk the CCP manages.
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html

Regulatory Developments in Financial Market Infrastructures

12 Sep 2014 PSB Annual Report – 2014
ESMA concluded that Australia was equivalent with respect to the regulation of CCPs, TRs and mandatory trade reporting. ... Recognition by ESMA is also linked to a CCP's status as a Qualifying CCP in the EU.
https://www.rba.gov.au/publications/annual-reports/psb/2014/reg-dev-fin-mrkt-infra.html

2.5 International Financial Cooperation

19 Oct 2023 RBA Annual Report – October 2023
International Financial Cooperation | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/international-financial-cooperation.html

Abbreviations

27 Sep 2023 PSB Annual Report – 2023
Clearstream Banking S.A. CCP. Central counterparties. CFR. Council of Financial Regulators.
https://www.rba.gov.au/publications/annual-reports/psb/2023/abbreviations.html

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