Search: CCP
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
Special Topic on CCP Margin Arrangements | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
the management of liquidity risk in the CCPs' margin models for exchange-traded derivatives (CCP Standard 6.1). ... Further detail on both CCPs' intraday risk management practices is available in Appendix C.1, CCP Standard 6.4.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/special-topic-on-ccp-margin-arrangements.html
RITS Membership List
3 Feb 2024
List of current RITS Members
https://www.rba.gov.au/payments-and-infrastructure/rits/membership/membership-list.html
Publications | Payments & Infrastructure Resources
23 Apr 2024
A list of useful Australian publications on payments issues
https://www.rba.gov.au/payments-and-infrastructure/resources/publications/
The Transition to Central Clearing of OTC Derivatives in Australia
22 Oct 2015
Speech
Speech by Malcolm Edey, Assistant Governor (Financial System), at the International Swaps and Derivatives Association's (ISDA) 2015 Annual Australia Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-10-22.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
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
Collateral and Liquidity: Striking the Right Balance
9 Jul 2014
Speech
Speech by Mark Manning to the Global Investor/ISF Australia Conference
https://www.rba.gov.au/speeches/2014/sp-so-090714.html
The Australian Financial System
8 Apr 2021
FSR
– April 2021
Graph 3.9. The operational resilience of FMIs, such as central counterparties (CCPs), securities settlement facilities and high-value payment systems, is important to enable financial system participants to prevent credit ... to one another until the CCP
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
September | 2016
15 Sep 2016
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/sep/
Appendix C: Detailed Assessment against the Financial Stability Standards | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
A single overall rating is applied to each CCP or SSF Standard, reflecting this assessment. ... This supplementary interpretation supersedes the Bank's previous supplementary interpretation of the CCP Standards issued in August 2013.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/appendix-c.html