Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Standard 2: Governance | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
Governance arrangements should provide for fair and open access, insofar as this would not be inconsistent with the maintenance of acceptable risk control standards (see CCP Standard 17 on access and ... central counterparty's interests to the interests
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-2.html
Determination of CCP Standards 7.3, 7.9 13.1, 13.2 and 13.3
21 Feb 2013
PDF
104KB
Financial Stability Standards Central Counterparties
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/pdf/instrument-of-determination-20022013.pdf
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
one between the buyer and its CCP, and one between the two CCPs. ... Figure 1: Unlinked and Linked CCPs. However, CCP links also generate exposures that could pose financial stability risks.
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
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Revocation of CCP Standards 7.3, 7.9 13.1, 13.2 and 13.3
21 Feb 2013
PDF
28KB
Financial Stability Standards Central Counterparties
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/pdf/instrument-of-revocation-20022013.pdf
Central Counterparty Interoperability
10 Jun 2012
Bulletin
– June 2012
The three contracts are between:. the buyer and its CCP;. the two CCPs; and. ... This allows access to multiple CCPs' participant networks without the costs of maintaining multiple CCP memberships.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html
Standard 1: Legal Basis | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
Settlement finality is an important building block for risk management systems (see also CCP Standard 8 on settlement finality). ... and this could amplify systemic risks (see CCP Standard 12 on participant default rules and procedures).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-1.html
Results
22 Nov 2016
RDP
2016-07
In contrast, the constrained-efficient solution internalises the costs of traders' defaults on the CCP. ... Third, quantitatively our model suggests that current international standards that require CCPs to set margin to cover at least 99 per cent of
https://www.rba.gov.au/publications/rdp/2016/2016-07/results.html
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The Global Financial Environment
9 Oct 2020
FSR
– October 2020
Indeed, bank lending standards have already tightened in some jurisdictions (Graph 1.8). ... CCPs have operated effectively, including throughout the period of market dysfunction in March.
https://www.rba.gov.au/publications/fsr/2020/oct/global-financial-environment.html
Exchange Settlement Account Policy
9 Mar 2023
The Reserve Bank of Australia's Exchange Settlement Account Policy
https://www.rba.gov.au/payments-and-infrastructure/esa/
CCPs and Banks: Different Risks, Different Regulations
15 Dec 2015
Bulletin
December Quarter 2015
PDF
159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf