Search: IOSCO

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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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Background

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
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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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

Policy Implications

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
To this end, CPMI and IOSCO have developed a public quantitative disclosure framework for CCPs (CPMI-IOSCO 2015). ... other product’ (CPSS-IOSCO 2012).
https://www.rba.gov.au/publications/rdp/2015/2015-02/policy-implications.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

Central Counterparty Links and Clearing System Exposures

2 Feb 2015 RDP PDF 3395KB
7 In accordance with relevant international standards (CPSS-IOSCO 2012), a CCP aims to be ableto cover obligations arising in the event of the default of its largest one or two
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf

References

31 Dec 2013 RDP 2013-12
Nathanael Cox, Nicholas Garvin and Gerard Kelly
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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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

The Impact of Rating Changes in Australian Financial Markets

2 Dec 2009 RDP PDF 328KB
THE IMPACT OF RATING CHANGES IN AUSTRALIAN FINANCIAL MARKETS. Adam Creighton, Luke Gower and Anthony Richards. Research Discussion Paper 2004-02. March 2004. System Stability Department Economic Research Department. Reserve Bank of Australia. We
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-02.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

References

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
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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