Search: CGFS

Sort by: Date Relevance
11–20 of 124 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) (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

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

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
See 3 more results from "RDP 2022-08"

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