Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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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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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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Contagion Analysis
29 Sep 2015
RDP
2015-02
i). (ii). (iii). (iv). Price change (standard deviations). 2.67. 3.89. 3.89. ... 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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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
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
both products are centrally cleared with:. – each product cleared via a different CCP (‘separate CCPs’). – ... price movements for each product, consistent with international standards for CCPs (CPSS-IOSCO 2012).
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.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
Payments System Issues: Exchange Settlement Account Policy for Central Counterparties
31 Jul 2012
Media Releases
The Payments System Board is changing the eligibility requirements for Exchange Settlement Accounts (ESA) at the Reserve Bank. The Reserve Bank has created a specific category of Exchange Settlement Account for central counterparties and has
https://www.rba.gov.au/media-releases/2012/mr-12-17.html
China's Institutional Impediments to Productivity Growth | Conference – 2016
18 Mar 2016
Conferences
This approach has now become the international standard and has also been applied to the Chinese economy in Cao et al (2009). ... Some features of the CIP data should be noted. The classification of industries, in principle, adopts the 2002 version of
https://www.rba.gov.au/publications/confs/2016/wu.html
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
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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