Search: PFMI
RBA Glossary definition for PFMI
PFMI – Principles for Financial Market Infrastructures
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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
See 2 more results from "RDP 2016-07"
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
Research Discussion Paper. The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen and Angus Moore. RDP 2016-07. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Developments in the Financial System Architecture
20 Oct 2016
FSR
– October 2016
In related work, the CPMI and IOSCO published in August an assessment of the implementation of the financial risk management and recovery aspects of the Principles for Financial Market Infrastructures (PFMI) ... While CCPs have made good progress in
https://www.rba.gov.au/publications/fsr/2016/oct/dev-fin-sys-arch.html
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
Financial Stability Review October 2016
13 Oct 2016
FSR
October 2016
PDF
6509KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/financial-stability-review-2016-10.pdf
Developments in the Financial System Architecture
20 Apr 2016
FSR
– April 2016
As part of this, a detailed assessment of the consistency of Australia's framework with the PFMI was published in December. ... This found that the Bank and ASIC observed all the responsibilities for authorities, as set out in the PFMI, in their
https://www.rba.gov.au/publications/fsr/2016/apr/dev-fin-sys-arch.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
RITS is a systemically important payment system, and the Bank assesses RITS annually against the internationally agreed Principles for Financial Market Infrastructures (PFMI). ... In addition to the regular assessment of RITS against the PFMI, projects
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Financial Stability Review April 2016
15 Apr 2016
FSR
April 2016
PDF
1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf
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
The Australian Financial System
14 Apr 2016
FSR
April 2016
PDF
604KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/aus-fin-sys.pdf