Search: CCP Standards
RBA Glossary definition for CCP
CCP – Central counterparty
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Financial Market Infrastructures
28 Sep 2022
PSB Annual Report
– September 2022
closed. CCP Standard 9 (Money settlements). Area of supervisory focus. Cyber risk management. ... closed. CCP Standard 6 (Margin). CCP Standard 12 (Participant default rules and procedures).
https://www.rba.gov.au/publications/annual-reports/psb/2022/financial-market-infrastructures.html
CCP Links and Exposure
31 Dec 2013
RDP
2013-12
one between the buyer and its CCP, and one between the two CCPs. ... Figure 1: Unlinked and Linked CCPs. However, CCP links also generate exposures that could pose financial stability risks.
https://www.rba.gov.au/publications/rdp/2013/2013-12/ccp-links-cs-exposures.html
See 7 more results from "RDP 2013-12"
Standard 1: Legal Basis | Financial Stability Standards for Central Counterparties December 2012
9 Mar 2023
Settlement finality is an important building block for risk management systems (see also CCP Standard 8 on settlement finality). ... and this could amplify systemic risks (see CCP Standard 12 on participant default rules and procedures).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/central-counterparties/2012/standard-1.html
Central Counterparty Interoperability
10 Jun 2012
Bulletin
– June 2012
The three contracts are between:. the buyer and its CCP;. the two CCPs; and. ... This allows access to multiple CCPs' participant networks without the costs of maintaining multiple CCP memberships.
https://www.rba.gov.au/publications/bulletin/2012/jun/7.html
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 Model
22 Nov 2016
RDP
2016-07
The gross payments the CCP makes in period t 1 are given by:. ... In reality, CCPs scale default fund requirements based on traders' activity through the CCP.
https://www.rba.gov.au/publications/rdp/2016/2016-07/model.html
See 8 more results from "RDP 2016-07"
Exchange Settlement Account Policy
9 Mar 2023
The Reserve Bank of Australia's Exchange Settlement Account Policy
https://www.rba.gov.au/payments-and-infrastructure/esa/
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
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/