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Cash Rate Target
19 Mar 2024
Statistics
Interest Rate Decisions about the cash rate
https://www.rba.gov.au/statistics/cash-rate/
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
2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
AONIA. Australian overnight index average. APCA. Australian Payments Clearing Association. APRA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/abbreviations.html
Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
together with exposures on OTC IRD referencing the BBSW and Australian overnight index average (AONIA), covering around 90 per cent of open positions at the CCP. ... These scenarios allow for a breakdown in the established correlations between futures
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html
A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html
Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…
18 May 2023
2015/16 Assessment of ASX Clearing and Settlement Facilities 3. Assessment of Clearing and Settlement Facilities against the Financial Stability Standards. 3.1 Introduction to the ASX Clearing and Settlement Facilities. The ASX Group operates four
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html
Standard 4: Credit risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
For participants that clear OTC derivatives, ASX Clear (Futures) applies the same multi-asset scenarios, with extensions to capture movements in BBSW and AONIA for overnight indexed swaps. ... The BBSW and AONIA curves are split into segments based on
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-04.html
Standard 7: Liquidity risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
In addition, scenarios also cover movements in the AONIA and BBSW rates that are used as the reference rates for OTC IRS. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the AONIA and BBSW curves at
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-07.html