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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

SFE Clearing Corporation (SFECC) | 2007/08 Assessment

9 Mar 2023
SFECC has access to additional risk resources – the Clearing Guarantee Fund (CGF) – on which it can draw in the event of a participant failure. ... The Reserve Bank welcomes, in particular, the increase in the level of the CGF, which has reduced SFECC
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2007-2008/sfe-clearing-corp.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

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

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

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

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
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International Financial Cooperation

27 Oct 2022 RBA Annual Report – October 2022
The Governor chairs the Committee on the Global Financial System (CGFS), and the Assistant Governor (Financial Markets) is a member of the Markets Committee and the CGFS. ... The CGFS seeks to identify potential sources of stress in the global financial
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html