Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
largest single participant. The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard. ... 20 In reality, CCPs scale default fund requirements based on traders’ activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
International standards place tight limits on a CCP’s discretion in these activities. ... Accordingly, international policymakers and standard-setters have focused increasingly on CCP resilience in recent years.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
to be reduced by allowing netting across CCPs,CCPs become exposed to one another through the possibility of a CCP default.The change in system exposure resulting from these two effects ... We use this exposure-netting ratio, R, to assess the effect of
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
more by the central counterparty (CCP) infrastructure than by the presence of collateral, consistent. ... Skeie and von Thadden 2014). Mancini et al write ‘the CCP-based segment represents the sole.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Box C: Australian Financial Markets and the UK Referendum
4 Aug 2016
SMP
- August 2016
PDF
354KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/box-c-australian-financial-markets-and-the-uk-referendum.pdf
Statement on Monetary Policy - August 2016
5 Aug 2016
SMP
- August 2016
PDF
3173KB
https://www.rba.gov.au/publications/smp/2016/aug/pdf/statement-on-monetary-policy-2016-08.pdf
Inflation
24 Feb 2022
SMP
- February 2022
PDF
1075KB
https://www.rba.gov.au/publications/smp/2022/feb/pdf/04-inflation.pdf
Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia
16 Mar 2023
RDP
PDF
1288KB
one standard deviation above the industry mean) would grow its capital stock around. ... 7.2 percentage points faster than a low-productivity firm (one standard deviation below the mean).
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-03.pdf
Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
13 Feb 2024
RDP
PDF
1260KB
of innovative activity in the economy, and therefore productivity and living standards in the future. ... shocks, which could be important for a small open economy like Australia, both because of standard.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-01.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
While the average. investment, conditional on investing is $170,682, the standard deviation is almost $11 million. ... underestimate their investment. Table 2: Summary Statistics. CAPEX, 2002–2019. Mean Median Standard deviation.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf