Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX Clearing and…
17 Aug 2023
Accordingly, it is critical that the CCP identifies and properly controls risks arising from its operations and conducts its affairs in accordance with the CCP Standards. ... The ASX Group includes two CCPs that are required to observe the CCP Standards:.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html
2014/15 Assessment of ASX Clearing and Settlement Facilities-Special Topic – Recovery Planning
17 Aug 2023
These include arrangements to address liquidity shortfalls that could not be addressed using ‘qualifying’ liquid resources alone (CCP Standard 7.9). ... a shock that depleted its capital (CCP Standards 14.3 and 14.5, and SSF Standards 12.3 and 12.5).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-recovery-planning.html
A2. Financial Stability Standards for Securities Settlement Facilities | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
The Remuneration Committee oversees the remuneration and incentive framework for the Managing Director and Chief Executive Officer (CEO), non-executive directors, senior executives, and ASX staff more generally (see CCP Standard ... The Nomination
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a2-financial-stability-standards-for-securities-settlement-facilities.html
A2.2 Austraclear | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
The Remuneration Committee oversees the remuneration and incentive framework for the Managing Director and Chief Executive Officer (CEO), non-executive directors, senior executives, and ASX staff more generally (see CCP Standard ... The Nomination
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a2-2-austraclear.html
Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
Review and validation. CCPs should review stress-test scenarios and assumptions each month to ensure that they remain appropriate given changing market conditions (CCP Standard 4.5). ... Appendices A1.1 and A1.2, CCP Standards 6.1 and 6.3 for more detail
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html
Summary and Review of Regulatory Priorities | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
CCP Standard 15. Both CCPs. Partly addressed. Expected to be fully addressed by end 2016/17. ... CCP Standard 5. Both CCPs. The Bank will continue to discuss with ASX its approach to monitoring collateral concentration risks.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/summary-and-review-of-regulatory-priorities.html
The Default of BBY Limited | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
ASX Clear's participation requirements are designed to promote the safety and integrity of the CCP. ... They cover minimum capital and financial obligations, as well as governance, operational and risk management standards.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/the-default-of-bby-limited.html
Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
FSS. Financial Stability Standard(s). GE. Group Executive. HLE. High-level Expectation. HSVaR. ... SPAN. Standard Portfolio Analysis of Risk. SROCC. SSF Risk, Operations and Compliance Committee.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/abbreviations.html
Introduction and Executive Summary | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
These include recommendations related to CCP model validation – and, in particular, the validation of the CCPs' stress testing models – and recovery planning across all four CS facilities. ... Recommendations on model review and validation for the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/introduction-and-executive-summary.html
Abbreviations
9 Aug 2023
RBA Annual Report
- 2022
PDF
65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf