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RBA Glossary definition for CCP

CCP – Central counterparty

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Appendix A1.1 ASX Clear | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
recommendations for each of the CCPs to address relevant areas of concern and take steps to further strengthen their observance of the CCP Standards. ... prefunded financial resources, in light of forthcoming CPMI-IOSCO guidance on resilience and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear/

Appendix A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
ASX Clear (Futures) acts as the CCP for all futures and options products that are traded on the ASX 24 market. ... prefunded financial resources, in light of forthcoming CPMI-IOSCO guidance on resilience and recovery of CCPs.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/

Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…

18 May 2023
The ASX Group includes two CCPs that are required to observe the CCP Standards:. ... ASX assesses the adequacy of its liquid assets for each CCP and across both CCPs on a daily basis.
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 18: Tiered participation arrangements | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
ASX Clear (Futures) offers the option of individually segregated client accounts for both OTC and exchange-traded derivatives (see CCP Standard 13.2). ... As noted under CCP Standard 18.1, ASX Clear (Futures) monitors dependencies arising from tiered
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-18.html

Standard 19: FMI links | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
ASX Clear (Futures) does not maintain links with any other CCPs (CCP Standards 19.4, 19.5). ... ASX Clear (Futures) has no links with other CCPs. Footnote. Links to payment systems are addressed in CCP Standard 9.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-19.html

Standard 8: Settlement finality | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
ASX Clear (Futures) does not allow settlement instructions to be revoked (CCP Standard 8.3). ... Physical delivery. With regard to deliverable contracts, ASX Clear (Futures)' arrangements for physical delivery are described under CCP Standard 10.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-08.html

Summary and Review of Regulatory Priorities | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
Both CCPs. CCP Standard 7. Liquidity risk management. In order to continue to observe CCP Standard 7, ASX Clear should conduct appropriate due diligence on its participants' ability to understand, quantify ... Both CCPs. CCP Standard 4. The Bank will
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/summary-and-review-of-regulatory-priorities.html

Special Topic – Default Management | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
another exchange or CS facility, or breaches the CCP's risk-control requirements. ... This eliminates the CCP's ongoing exposure to market risk on those positions.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/special-topic-default-management.html

Standard 15: Custody and investment risks | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
risk profile of ASXCC's treasury investment portfolio by the end of June 2017 (CCP Standard 15.4). ... ASXCC does not use custodian banks for its investments (CCP Standard 15.3).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-15.html

Standard 9: Money settlements | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
Other foreign currency settlements take place in commercial bank money (CCP Standard 9.2). ... ASX Clear (Futures) imposes limits on the amount of collateral held that is denominated in foreign currency as a portion of ASX CCPs' total liquid assets (see
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-09.html