Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Contagion Analysis
29 Sep 2015
RDP
2015-02
i). (ii). (iii). (iv). Price change (standard deviations). 2.67. 3.89. 3.89. ... 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
See 8 more results from "RDP 2015-02"
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities | Consultations
24 Nov 2023
Consultations
Consultation on Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities - November 2023
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/
The Australian Financial System
10 Sep 2014
FSR
– September 2014
CCPs provide centralised management of counterparty risk to their participants. In Australia there are three licensed CCPs:. ... Given their importance to the financial system, CCPs licensed to operate in Australia must meet Financial Stability Standards
https://www.rba.gov.au/publications/fsr/2014/sep/aus-fin-sys.html
Standard 5: Collateral | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
to consider, in determining acceptable collateral, what will be acceptable as security to lenders offering liquidity facilities (see CCP Standard 7 on liquidity risk). ... used to access liquidity facilities or liquidated to cover losses (see CCP
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-5.html
Videos | Education
19 Mar 2024
And it's a bit like the standard line about the 60s that those who can remember the GFC probably weren't there. ... So, markets regularly recorded, to quote, 25 standard deviation events in the words of then Goldman CFO David Viniar.
https://www.rba.gov.au/education/resources/videos.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 | 2020/21 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/material-developments.html
Skin in the Game – Central Counterparty Risk Controls and Incentives
16 Jun 2015
Bulletin
June Quarter 2015
PDF
96KB
https://www.rba.gov.au/publications/bulletin/2015/jun/pdf/bu-0615-9.pdf
Standard 7: Liquidity Risk | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
and close out activities as directed by the central counterparty's participant default procedures (see CCP Standard 7.8 on liquidity stress testing). ... Cash balances at the central bank of issue, for example, offer the highest liquidity (see CCP
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-7.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/