Search: CGFS

Sort by: Date Relevance
21–30 of 265 search results for CGFS

RBA Glossary definition for CGFS

CGFS – Committee on the Global Financial System. A committee of the BIS which seeks to support central banks in developing appropriate policy recommendations in relation to financial stability, intermediation and transparency.

Search Results

ASX Clear (Futures) | 2010/11 Assessment

9 Mar 2023
The aggregate value of the CGF is currently $400 million, calibrated to ensure coverage in extreme but plausible market conditions. ... AIMs) collected from the defaulting participant, and pooled risk resources held in the CGF.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2010-2011/asx-clear-future.html

ASX Clear (Futures) (formerly SFE Clearing Corporation) | 2009/10 Assessment

9 Mar 2023
The aggregate value of the CGF is currently $400 million, calibrated to ensure coverage in extreme but plausible market conditions. ... Footnotes. The paid-up component of the CGF increased with the replacement of the insurance component with the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2009-2010/asx-clear-future.html

Assessment of CS Facilities against the Financial Stability Standards | 2008/09 Assessment

9 Mar 2023
The aggregate value of the CGF is currently $400 million, calibrated to ensure coverage in extreme but plausible market conditions. ... The CGF comprises $100 million in SFECC's own capital (including a subordinated loan provided by SFE Corporation),
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2008-2009/assest-cs-fin-stability.html

Regulatory and Industry Developments | Report on the Australian OTC Derivatives Market October 2012

9 Mar 2023
Basel Committee on Banking Supervision (BCBS). Committee on the Global Financial System (CGFS).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/regulatory-industry-developments.html

Glossary | 2010/11 Assessment

9 Mar 2023
A list of compliance reports for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2010-2011/glossary.html

Attachment 1 | 2007/08 Assessment

9 Mar 2023
STELs vary according to the credit quality of the participant, rising from 50 per cent of the value of the CGF for low-rated participants, to 100 per cent of the ... SFECC uses daily stress tests of its four major contracts to monitor the risks
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2007-2008/attachment1.html

The Reserve Bank of Australia's Financial Stability Standards | 2009/10 Assessment

9 Mar 2023
2009/10 Assessment of Clearing and Settlement Facilities in Australia Appendix B: Detailed Information Relevant to Assessment against the Financial Stability Standards. B1. Financial Stability Standard for Central Counterparties. There are 10
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2009-2010/appendix-b.html

Appendix B | 2010/11 Assessment

9 Mar 2023
A list of compliance reports for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2010-2011/appendix-b.html

The Consequences of Low Interest Rates for the Australian Banking Sector

29 Dec 2022 Conferences PDF 1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf

References

21 Dec 2022 RDP 2022-08
Anthony Brassil
CGFS (Committee on the Global Financial System) (2018), Financial Stability Implications of a Prolonged Period of Low Interest Rates, CGFS Papers No 61, Bank for International Settlements, Basel. ... CGFS (2019), Unconventional Monetary Policy Tools: A
https://www.rba.gov.au/publications/rdp/2022/2022-08/references.html
See 3 more results from "RDP 2022-08"