Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Standard 21: Regulatory Reporting | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
The. Corporations Act 2001. and the CCP Standards impose requirements for notification to the Reserve Bank in certain circumstances. ... a CCP Standard; or. its broader legislative obligation to do, to the extent that it is reasonably practicable to do so
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-21.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
In assessing a facility against each of the CCP Standards, the Bank takes into account associated guidance. ... on employees and participants (CCP Standard 12.1 and CCP Standard 16.7).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html
Sources of Financial Risk for Central Counterparties
15 Sep 2016
Bulletin
– September 2016
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html
Standard 14: General Business Risk | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
separately covered by financial resources under CCP Standard 4 on credit risk or CCP Standard 7 on liquidity risk. ... risks to the Reserve Bank and other relevant authorities (see also CCP Standard 21 on regulatory reporting).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-14.html
The Australian Financial System
20 Apr 2016
FSR
– April 2016
for growth in mortgage lending to slow as the housing market cools and lending standards tighten. ... the current standard minimum regulatory CET1 ratio of 8 per cent for Australian D-SIBs (Graph 3.11).
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2.1.3 Data and risk systems. CCP Standard 21.2 requires that the ASX CCPs provide detailed information on margining and stress testing to the Bank on at least a ... Taking this progress into account, the Bank's assessment is that each of the ASX CS
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/material-developments.html
Central Counterparty Links and Clearing System Exposures
2 Feb 2015
RDP
PDF
3395KB
to be reduced by allowing netting across CCPs,CCPs become exposed to one another through the possibility of a CCP default.The change in system exposure resulting from these two effects ... We use this exposure-netting ratio, R, to assess the effect of
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-12.pdf
RITS Membership List
3 Feb 2024
List of current RITS Members
https://www.rba.gov.au/payments-and-infrastructure/rits/membership/membership-list.html
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
both products are centrally cleared with:. – each product cleared via a different CCP (‘separate CCPs’). – ... price movements for each product, consistent with international standards for CCPs (CPSS-IOSCO 2012).
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html