Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Mancini et al write ‘the CCP-based segment represents the sole resilient part of the euro repo market. ... This suggests that anonymous CCP-based trading is key for repo market resilience’ (p 1773).
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
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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
The Model
22 Nov 2016
RDP
2016-07
The gross payments the CCP makes in period t 1 are given by:. ... In reality, CCPs scale default fund requirements based on traders' activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
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Structural Change in China: Implications for Australia and the World
30 Oct 2016
Conferences
PDF
5136KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016.pdf
China's Institutional Impediments to Productivity Growth
27 Oct 2016
Conferences
PDF
506KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-wu.pdf
Restructuring and Reform: China 2016
27 Oct 2016
Conferences
PDF
328KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-naughton.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
3.4 First-order Conditions without a CCP 10. 3.5 The CCP 10. ... 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
China's Institutional Impediments to Productivity Growth | Conference – 2016
18 Mar 2016
Conferences
RBA Annual Conference – 2016 China's Institutional Impediments to Productivity Growth Harry X Wu. 506. KB. The objective of this paper is to use a productivity approach to understand the institutional problems that may obstruct China's future
https://www.rba.gov.au/publications/confs/2016/wu.html
Restructuring and Reform: China 2016 | Conference – 2016
18 Mar 2016
Conferences
First, the government is supposed to maintain a controlling stake in any firm in this category (CCP and State Council 2015). ... Ownership stakes in private firms are encouraged, and multiple forms are permitted (CCP and State Council 2015; GPPC and
https://www.rba.gov.au/publications/confs/2016/naughton.html
Contagion Analysis
29 Sep 2015
RDP
2015-02
In the case of a CCP, therefore, we focus solely on the propensity for secondary stress. ... VMGH therefore allows for partial payment of variation margin obligations by a CCP.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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