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

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.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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OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
New requirements to apply initial margin where trades are not centrally cleared will therefore constitute an important change in market practice (BCBS-IOSCO 2013). ... price movements for each product, consistent with international standards for CCPs
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html