Search: PFMI

Sort by: Relevance Date
1–3 of 3 search results for PFMI

RBA Glossary definition for PFMI

PFMI – Principles for Financial Market Infrastructures

Search Results

The Transition to Central Clearing of OTC Derivatives in Australia

22 Oct 2015 Speech
Malcolm Edey
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

Results

22 Nov 2016 RDP 2016-07
James Hansen and Angus Moore
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