Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
Search Results
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
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
The Australian Financial System
10 Sep 2013
FSR
– September 2013
CCPs. The notional value of interest rate derivatives across all currencies submitted under these arrangements by Australian banks to the London-based CCP, LCH.Clearnet Limited (LCH.C), has accelerated sharply ... Given the increased importance of FMIs
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
Given their importance to the financial system, CCPs licensed to operate in Australia must meet Financial Stability Standards (FSS) determined by the Reserve Bank, which are based on the internationally agreed ... The FSS for CCPs impose requirements on
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
As the use globally of central clearing has increased in derivatives markets, standard-setting bodies have pursued an international work plan to ensure that CCPs themselves do not become ‘too big ... critical services to CCPs, which could lead to
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
The Australian Financial System
10 Mar 2014
FSR
– March 2014
Since OTC derivatives markets are less liquid than exchange traded markets, the standard approach that is adopted by OTC derivatives CCPs when managing the default of a participant is to hedge ... To provide advice and assist with the hedging process,
https://www.rba.gov.au/publications/fsr/2014/mar/aus-fin-sys.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
The Australian Financial System
8 Apr 2021
FSR
– April 2021
The reforms also embed the ‘unquestionably strong’ benchmark within the capital framework and more closely align the measurement of capital ratios with recently revised Basel III standards. ... to one another until the CCP is able to clear the trades
https://www.rba.gov.au/publications/fsr/2021/apr/australian-financial-system.html
Regulatory Developments
9 Oct 2020
FSR
– October 2020
without forced assets sales; and of market participants, in particular central counterparties (CCPs), to effectively manage counterparty risks. ... Nonetheless, the FSB in cooperation with the standard-setting bodies, has work underway to monitor the
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html
The Australian Financial System
13 Oct 2016
FSR
October 2016
PDF
469KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/aus-fin-sys.pdf