Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
Costs and Benefits of a Repo CCP – Issues for Consultation | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Given their central role, CCPs can also coordinate operational improvements and efficiencies in a market. ... Relatedly, it would need to be commercially viable for a CCP to offer such a service.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/costs-benefits-repo-ccp.html
Contagion Analysis
29 Sep 2015
RDP
2015-02
In the case of a CCP, therefore, we focus solely on the propensity for secondary stress. ... VMGH therefore allows for partial payment of variation margin obligations by a CCP.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
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Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
The FSB published guidance on incorporating the Key Attributes in CCP resolution frameworks. ... critical services to CCPs, which could lead to operational difficulties at a CCP if one or more of these clearing participants defaulted.
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
2015
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2015/
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
In its 2018 Assessment, the Bank reviewed the ASX CCPs' practices against the CCP Resilience Guidance and concluded that they were either consistent or broadly consistent with that guidance. ... Recommendations. To align financial risk management and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/material-developments.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
all – new trades that are eligible for clearing, and have also made considerable progress in moving legacy bilateral trades to CCPs. ... For more information on the regulation of CCPs, see Hughes D and M Manning (2015), ‘CCPs and Banks: Different
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Special Topic – Credit Risk | Assessment of ASX Clearing and Settlement Facilities
1 Nov 2023
including the supplementary CPMI-IOSCO guidance – Resilience of Central Counterparties (CCPs): Further Guidance on the PFMI (‘CCP Resilience Guidance’). ... The FSS CCP guidance indicates CCPs should be capable of calculating exposures to
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/special-topic-credit-risk.html
2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
In the event that a participant defaults, the CCP takes over its portfolio. ... The main source of financial resources for CCPs is initial margin, which is an indicator of the level of risk the CCP manages.
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html