Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
one between the buyer and its CCP, and one between the two CCPs. ... Figure 1: Unlinked and Linked CCPs. However, CCP links also generate exposures that could pose financial stability risks.
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
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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
See 8 more results from "RDP 2016-07"
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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The Transition to Central Clearing of OTC Derivatives in Australia
22 Oct 2015
Speech
Speech by Malcolm Edey, Assistant Governor (Financial System), at the International Swaps and Derivatives Association's (ISDA) 2015 Annual Australia Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-10-22.html
Collateral and Liquidity: Striking the Right Balance
9 Jul 2014
Speech
Speech by Mark Manning to the Global Investor/ISF Australia Conference
https://www.rba.gov.au/speeches/2014/sp-so-090714.html
Has the Way We Look at Financial Stability Changed Since the Global Financial Crisis?
14 Mar 2017
Speech
Speech delivered by Michele Bullock, Assistant Governor (Financial System), at Bloomberg Breakfast, Sydney
https://www.rba.gov.au/speeches/2017/sp-ag-2017-03-14.html
The Challenge of Central Clearing in OTC Derivatives Markets
20 Oct 2011
Speech
The Challenge of Central Clearing in OTC Derivatives Markets
https://www.rba.gov.au/speeches/2011/sp-ag-201011.html
Progress on Benchmark Reform
11 Apr 2019
Speech
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
A CCP will be collecting collateral and netting bilateral positions. While CCPs do not have explicit taxpayer backing, they may be supported in times of stress. ... The remaining exposures will have to be collateralised when moved to a CCP to avoid
https://www.rba.gov.au/publications/confs/2013/singh.html
Lessons and Questions from the GFC
6 Dec 2018
Speech
Speech delivered by Guy Debelle, Deputy Governor, to the Australian Business Economists Annual Dinner, Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-12-06.html