Search: PFMI
RBA Glossary definition for PFMI
PFMI – Principles for Financial Market Infrastructures
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Assessment of the Reserve Bank Information and Transfer System
15 Jun 2022
Media Releases
The Bank today released the 2022 Assessment of the Reserve Bank Information and Transfer System (RITS) against the Principles for Financial Market Infrastructures (PFMI).
https://www.rba.gov.au/media-releases/2022/mr-22-15.html
Assessment of the Reserve Bank Information and Transfer System
16 Jun 2021
Media Releases
Number 2021-11. Date. 16 June 2021. The Bank today released the 2021 Assessment of the Reserve Bank Information and Transfer System (RITS) against the Principles for Financial Market Infrastructures (PFMI). ... The Payments System Board's policy is that
https://www.rba.gov.au/media-releases/2021/mr-21-11.html
Assessment of the Reserve Bank Information and Transfer System
12 Jun 2020
Media Releases
PFMI). The Assessment concludes that RITS ‘observed’ all relevant Principles as at 31 March 2020, other than Operational Risk, which was rated as ‘broadly observed’. ... The Payments System Board's policy is that systemically important payment
https://www.rba.gov.au/media-releases/2020/mr-20-16.html
Results
22 Nov 2016
RDP
2016-07
m,t. ), PFMI margin (99 per cent of one-tailed coverage) or high margin (99.9 per cent one-tailed coverage). ... At lower rates of default, less than full clearing becomes optimal when PFMI margin requirements are applied (Figure 11).
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
See 2 more results from "RDP 2016-07"
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
Research Discussion Paper. The Efficiency of Central Clearing: A Segmented Markets Approach. James Hansen and Angus Moore. RDP 2016-07. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf