Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
Oversight of Clearing and Settlement Facilities
10 Sep 2012
PSB Annual Report
– 2012
The 2010/11 Assessment included a detailed evaluation of the CCPs' default management arrangements. ... These rules and procedures satisfy the requirements of the relevant measure of the FSS for CCPs.
https://www.rba.gov.au/publications/annual-reports/psb/2012/oversight-clearing-set.html
International Financial Cooperation
12 Apr 2020
RBA Annual Report
– 2020
financial resources to support CCP resolution and the treatment of equity in resolution. ... a report in June 2020 (together with IOSCO) on default management auctions processes at CCPs, which identified practices that CCPs could consider in the
https://www.rba.gov.au/publications/annual-reports/rba/2020/international-financial-cooperation.html
Liaison Activity
25 Oct 2010
PSB Annual Report
– 2010
derivatives market, transparency of securities lending activity and its oversight of the ASX CCPs.
https://www.rba.gov.au/publications/annual-reports/psb/2010/liaison-activity.html
Oversight, Supervision and Regulation of Financial Market Infrastructures
14 Sep 2017
PSB Annual Report
– 2017
In 2017/18 the Bank intends to assess domestic CCPs against guidance on CCP resilience and review the implications of the revised recovery guidance. ... CCP resolution. The FSB recently published guidance on the design of effective strategies and plans
https://www.rba.gov.au/publications/annual-reports/psb/2017/oversight-supervision-and-regulation-of-financial-market-infrastructures.html
Oversight of High-value Payment Systems
2 Oct 2013
PSB Annual Report
– 2013
efforts to assist in the settlement of foreign exchange transactions cleared by central counterparties (CCPs). ... In July 2012, the Bank announced the creation of a specific category of ESA for which Australian-licensed CCPs with Australian dollar
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-high-value.html
Box A: Developments in the Electricity Derivatives Market
28 Sep 2022
PSB Annual Report
– 2022
Margin requirements are designed to respond to stressed market conditions in order to minimise the effect a potential default might have on other participants, the CCP and the financial system. ... The FSS requires CCPs to have an effective margin system
https://www.rba.gov.au/publications/annual-reports/psb/2022/box-a-developments-in-the-electricity-derivatives-market.html
Regulatory Developments in Financial Market Infrastructures
10 Sep 2012
PSB Annual Report
– 2012
the reporting of all OTC derivatives to trade repositories. the clearing of all standardised OTC derivatives through CCPs. ... under Part 7.3 of the Corporations Act or a CCP of a kind prescribed by regulations.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-fin-mrkt-infra.html
Other Regulatory Responsibilities
25 Oct 2010
PSB Annual Report
– 2010
In general, applicants must be current or prospective members of a payments clearing arrangement or operate a clearing house which acts as a CCP.
https://www.rba.gov.au/publications/annual-reports/psb/2010/reg-response.html
Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
The 2011/12 Assessment highlighted a number of improvements to the risk and operating frameworks of the two CCPs – ASX Clear and ASX Clear (Futures). ... Default management. The ASX CCPs successfully handled the default of the MF Global Holdings
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
Oversight of Clearing and Settlement Facilities
8 Sep 2011
PSB Annual Report
– 2011
ASX Clear (Futures) – the CCP for derivatives traded on the ASX 24 market;. ... This will improve risk attribution and facilitate harmonisation across the two CCPs' systems.
https://www.rba.gov.au/publications/annual-reports/psb/2011/oversight-clearing-settlement.html