Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
Panel B of Table 1 reports the means and standard deviations before standardisation. ... Table 2: Borrower-Lender Matching – by Market. Coefficient estimates, standard errors in parentheses.
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
Assessment of ASX Clearing and Settlement Facilities – September 2019
24 Sep 2019
Media Releases
The Assessment concludes that ASX's clearing and settlement (CS) facilities ‘observed’ or ‘broadly observed’ all relevant requirements under the Reserve Bank's Financial Stability Standards (FSS) as at 30 June ... 2019, with the exception of the
https://www.rba.gov.au/media-releases/2019/mr-19-26.html
Payments System Board Update: February 2019 Meeting
25 Feb 2019
Media Releases
At its meeting on Friday 22 February 2019, the Payments System Board discussed a number of issues, including the annual assessment of CME Inc., the recent default at Nasdaq Nordic, a consultation on migration to ISO20022 message formats,
https://www.rba.gov.au/media-releases/2019/mr-19-03.html
Results
22 Nov 2016
RDP
2016-07
In contrast, the constrained-efficient solution internalises the costs of traders' defaults on the CCP. ... Third, quantitatively our model suggests that current international standards that require CCPs to set margin to cover at least 99 per cent of
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.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
largest single participant. The three OTC derivatives CCPs licensed in Australia all meet the ‘cover two’ standard. ... 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
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