Search: IOSCO
RBA Glossary definition for IOSCO
IOSCO – International Organization of Securities Commissions. An international organisation whose members co-operate to promote high standards of regulation in order to protect investors and ensure that markets are fair, efficient and transparent.
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References
11 Sep 2015
RDP
2015-02
CPMI (Committee on Payments and Market Infrastructures)-IOSCO (2014),. Recovery of Financial Market Infrastructures. , ... Bank for International Settlements, Basel. CPMI-IOSCO (2015),. Public Quantitative Disclosure Standards for Central Counterparties.
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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Background
1 Dec 1994
RDP
9408
One consequence was that in developing the market-risk proposals, the Basle Committee sought assistance from IOSCO (International Organization of Securities Commissions). ... IOSCO was represented on the various technical working parties whose task it
https://www.rba.gov.au/publications/rdp/1994/9408/background.html
Background
22 Nov 2016
RDP
2016-07
Under international standards, ‘initial margin should meet an established single-tailed confidence level of at least 99 percent with respect to the estimated distribution of future exposure’ (CPSS-IOSCO 2012, p ... These steps are known as
https://www.rba.gov.au/publications/rdp/2016/2016-07/background.html
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Central Counterparty Loss Allocation and Transmission of Financial Stress
16 Mar 2015
RDP
PDF
1285KB
These standards are due to be phased in from December 2015 (BCBS-IOSCO 2013). ... the BCBS-IOSCO margining standards for non-centrally cleared derivatives, is presented in Table 4.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf
References
27 Oct 2008
RDP
2008-06
IOSCO (International Organization of Securities Commissions) (2008), ‘Code of Conduct Fundamentals for Credit Rating Agencies’, Report of the Technical Committee of IOSCO, May.
https://www.rba.gov.au/publications/rdp/2008/2008-06/references.html
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References
31 Dec 2013
RDP
2013-12
Bank for International Settlements, Basel. CPSS-IOSCO (CPSS-Technical Committee of the International Organization of Securities Commission) (2012),.
https://www.rba.gov.au/publications/rdp/2013/2013-12/references.html
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References
31 Dec 2004
RDP
2004-02
International Organization of Securities Commissions (2003), ‘Report on the activities of credit rating agencies’, available at <http://www.iosco.org/pubdocs/pdf/IOSCOPD153.pdf>.
https://www.rba.gov.au/publications/rdp/2004/2004-02/references.html
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
future exposure’ (CPSS-IOSCO 2012, p 50).6. 5 CCPs also contribute their own equity to the default fund, although this is typically small relative to participant. ... CPMI-IOSCO (2014) and Heath et al (2015)).8. 2.3 Literature. Questions surrounding
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Supervisory Treatment of Banks’ Market Risk
30 Nov 2009
RDP
PDF
76KB
One consequence was that in developing the market-risk proposals, the BasleCommittee sought assistance from IOSCO (International Organization of SecuritiesCommissions). ... IOSCO was represented on the various technical working partieswhose task it was
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
There have been several suggestions along these lines over the past year (see, for example, CGFS 2008b; IOSCO 2008; SEC 2008) and comments by the rating agencies (Fitch Ratings 2008; ... 3 See IOSCO (2008) for a proposal along these lines. 14.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf