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RBA Glossary definition for AFMA

AFMA – Australian Financial Markets Association. A national industry body representing about 200 organisations which participate in the Australian over-the-counter (OTC) wholesale financial markets. Transactions include foreign exchange, interest rate products, financial derivatives, repurchase agreements, commodities, equity and electricity derivatives.

Search Results

The Australian Credit Default Swap Market

10 Dec 2011 Bulletin – December 2011
Daniel Fabbro
The gross value for outstanding contracts was estimated by the Australian Financial Markets Association (AFMA) to be around A$340 billion in mid 2011 (AFMA 2011). ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>.
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html

Liquidity in the Australian Treasury Bond Futures Market

10 Jun 2012 Bulletin – June 2012
Bobby Lien and Andrew Zurawski
For details on turnover in the ASX SPI 200 futures market, see AFMA (2011). ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>. CFR (Council of Financial Regulators) (2011), ‘Central Clearing of OTC Derivatives in
https://www.rba.gov.au/publications/bulletin/2012/jun/6.html

Eligible Securities | Criteria for Domestic Market Operations

18 Mar 2024
Information on the criteria established by the Reserve Bank to determine whether securities are eligible for use in the Reserve Bank's domestic market operations.
https://www.rba.gov.au/mkt-operations/resources/tech-notes/eligible-securities.html

Extracting Information from Financial Market Instruments

10 Mar 2012 Bulletin – March 2012
Richard Finlay and David Olivan
There are no official data to measure the total size and activity levels in the inflation swap market accurately, although a survey by the Australian Financial Markets Association (AFMA) estimated that ... as at May 2011 there were $24 billion of
https://www.rba.gov.au/publications/bulletin/2012/mar/6.html

Liquidity Facilities

9 Feb 2023
Liquidity Facilities. Last updated:. February 2023. Separate to its open market operations (OMO) the Reserve Bank can also provide liquidity to Eligible Counterparties secured by collateral via its liquidity facilities. The standing facilities are
https://www.rba.gov.au/mkt-operations/resources/tech-notes/standing-facilities.html

Benchmarks

18 Nov 2015 Speech
Guy Debelle
Speech by Guy Debelle, Assistant Governor (Financial Markets) Benchmarks at the Bloomberg Summit, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-11-18.html

Australian Foreign Exchange Committee (AFXC) – Website

17 Dec 2007 Media Releases
Announces the launch of the Australian Foreign Exchange Committee (AFXC) Website
https://www.rba.gov.au/media-releases/2007/mr-07-23.html

References

31 Dec 2013 RDP 2013-15
Chris Stewart, Benn Robertson and Alexandra Heath
Debelle G (2013b), ‘The Impact of Payments System and Prudential Reforms on the RBA's Provision of Liquidity’, Address to the Australian Financial Markets Association (AFMA) and Reserve Bank of Australia
https://www.rba.gov.au/publications/rdp/2013/2013-15/references.html

The Cash Market

15 Dec 2016 Bulletin – December 2016
Al Hing, Gerard Kelly and David Olivan
The cash market is the market for unsecured, overnight loans between banks. The weighted average of interest rates on these loans is the cash rate, the Reserve Bank's operational target for monetary policy and an important financial benchmark. Over
https://www.rba.gov.au/publications/bulletin/2016/dec/4.html

Market Operations Resources – Interest Rate Benchmark Reform in Australia

10 Mar 2023
Interest rate benchmarks are widely relied upon in global financial markets. They are referenced in contracts for derivatives, loans and securities. Reforms have also been undertaken to enhance the robustness of these benchmarks.
https://www.rba.gov.au/mkt-operations/resources/interest-rate-benchmark-reform.html