Search: PFMI
RBA Glossary definition for PFMI
PFMI – Principles for Financial Market Infrastructures
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Central Counterparty Margin Frameworks
7 Dec 2017
Bulletin
– December 2017
A central counterparty's (CCP's) margin framework can affect the activity of market participants and the broader functioning of the financial system. This potential impact on financial stability is an area of focus for authorities – in Australia
https://www.rba.gov.au/publications/bulletin/2017/dec/10.html
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf
CCPs and Banks: Different Risks, Different Regulations
17 Dec 2015
Bulletin
– December 2015
Recent debate on the adequacy of regulatory standards for central counterparties (CCPs) has often drawn on the experience of bank regulation. This article draws out the essential differences between CCPs and banks, considering the implications of
https://www.rba.gov.au/publications/bulletin/2015/dec/8.html
Developments in the Financial System Architecture
14 Apr 2016
FSR
April 2016
PDF
186KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/dev-fin-sys-arch.pdf
Central Counterparty Margin Frameworks
10 Feb 2020
Bulletin
December Quarter 2017
PDF
1695KB
https://www.rba.gov.au/publications/bulletin/2017/dec/pdf/bu-1217-10-central-counterparty-margin-frameworks.pdf
Developments in the Financial System Architecture
13 Oct 2016
FSR
October 2016
PDF
158KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/dev-fin-sys-arch.pdf
Governance of Financial Market Infrastructures
10 Dec 2020
Bulletin
- December 2020
PDF
455KB
https://www.rba.gov.au/publications/bulletin/2020/dec/pdf/governance-of-financial-market-infrastructures.pdf
Bulletin December Quarter 2020
7 Jan 2021
Bulletin
- December 2020
PDF
5686KB
https://www.rba.gov.au/publications/bulletin/2020/dec/pdf/bulletin-2020-12.pdf
Results
22 Nov 2016
RDP
2016-07
m,t. ), PFMI margin (99 per cent of one-tailed coverage) or high margin (99.9 per cent one-tailed coverage). ... At lower rates of default, less than full clearing becomes optimal when PFMI margin requirements are applied (Figure 11).
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
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