Search: AFMA
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.
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Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2018 Assessment of the Reserve Bank Information and…
9 Mar 2023
2018 Assessment of the Reserve Bank Information and Transfer System Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System. Download the complete Document 695. KB. This appendix sets out the detailed assessment of how
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2018/appendix-b.html
Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2020 Assessment of the Reserve Bank Information and…
9 Mar 2023
2020 Assessment of the Reserve Bank Information and Transfer System Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System. Download the complete Document 1.5. MB. This appendix sets out the detailed assessment of how
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2020/appendix-b.html
Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2019 Assessment of the Reserve Bank Information and…
9 Mar 2023
2019 Assessment of the Reserve Bank Information and Transfer System Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System. Download the complete Document 1.5. MB. This appendix sets out the detailed assessment of how
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2019/appendix-b.html
Products and Participants in the Australian OTC Derivatives Market | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
The questions in this area were designed to yield complementary data to those published annually by AFMA, which concentrate largely on turnover across products.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/products-participants.html
Counterparty Credit Risk Management | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Several respondents, mainly domestic banks, noted that they required counterparties to adhere to AFMA codes and conventions.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/counterparty-crm.html
Assessment and Recommendations | Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
AFMA data suggest that around 75 per cent of turnover and outstandings in this market is interbank, of which close to half is interdealer.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/assessment-and-recommendations.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
Valuing Asset-Backed Securities Without Observed Market Prices
2 Feb 2023
standard Floating Rate Note (FRN) formula (see AFMA Debt Capital Market Conventions) to calculate fair values.
https://www.rba.gov.au/mkt-operations/resources/tech-notes/valuing-asset-backed-securities.html
The RBA and AOFM Securities Lending Facilities
8 Dec 2022
Bulletin
– December 2022
Australian Government Securities (AGS) play an important role in the transmission of monetary policy given that yields on these securities provide a benchmark for other interest rates across the economy.
https://www.rba.gov.au/publications/bulletin/2022/dec/the-rba-and-aofm-securities-lending-facilities.html
Open Market Operations
7 Nov 2022
be deliverable as ‘General Collateral – Tier 1’ as defined in AFMA's market conventions.
https://www.rba.gov.au/mkt-operations/resources/tech-notes/open-market-operations.html