Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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International Financial Cooperation
9 Aug 2023
RBA Annual Report
- 2022
PDF
555KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/international-financial-cooperation.pdf
Leverage, Liquidity and Non-bank Financial Institutions: Key Lessons from Recent Market Events
15 Jun 2023
Bulletin
– June 2023
Non-bank financial institutions (NBFIs) can pose risks to financial stability due to their size, complexity and global interconnectedness.
https://www.rba.gov.au/publications/bulletin/2023/jun/leverage-liquidity-and-non-bank-financial-institutions.html
Leverage, Liquidity and Non-bank Financial Institutions: Key Lessons from Recent Market Events
13 Jun 2023
Bulletin
- June 2023
PDF
688KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/leverage-liquidity-and-non-bank-financial-institutions.pdf
Developments Relating to the Bank's Assessment | Assessment of Chicago Mercantile Exchange Inc
9 Jun 2023
the requirements of the CCP Standards and the guidance on recovery planning set out by CPMI-IOSCO. ... In light of the increasing systemic importance of CCPs, in 2015 a number of international standard-setting bodies developed a joint workplan to further
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/developments-relating-to-the-banks-assessment.html
Appendix B: CME Regulatory Environment and Risk Management | Assessment of Chicago Mercantile Exchange Inc
9 Jun 2023
Variation margin. CME collects and pays out ‘settlement variation’ margin (which corresponds to variation margin as defined in the CCP Standards) for all cleared products. ... To mitigate this risk, CME collects ‘performance bonds’ (which
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/appendix-b.html
Abbreviations | Assessment of Chicago Mercantile Exchange Inc
9 Jun 2023
CBOT. Chicago Board of Trade. CCP. Central counterparty. CCP Standards. Financial Stability Standards for Central Counterparties. ... SIDCO. Systemically Important Derivatives Clearing Organization. SPAN. Standard Portfolio Analysis of Risk.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/abbreviations.html
Executive Summary | Assessment of Chicago Mercantile Exchange Inc
9 Jun 2023
of the Financial Stability Standards for Central Counterparties (the CCP Standards). ... Resilience of central counterparties (CCPs): Further guidance on the PFMI and will continue to expect CME to consider any implications of the CPMI-IOSCO Guidance on
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/executive-summary.html
Bulletin March Quarter 2023
8 Jun 2023
Bulletin
- March 2023
PDF
7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf
Appendix A: Detailed Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX …
18 May 2023
This supplementary interpretation supersedes the Bank's previous supplementary interpretation of the CCP Standards issued in August 2013. ... Clearing Risk Policy and Management (CRPM) – develops, maintains and implements CCP policies and standard, and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/appendix-a.html
Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2015/16 Assessment of ASX Clearing and…
18 May 2023
Primary responsibility for the design and operation of a CCP in accordance with the CCP Standards lies with a CCP's board and senior management. ... 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/2015-2016/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html