Search: CME
RBA Glossary definition for CME
CME – Chicago Mercantile Exchange Inc.
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Standard 3: Framework for the comprehensive management of risks | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and…
18 May 2023
Key information systems include:. Margining. ASX Clear (Futures) uses the CME SPAN system for margining of exchange-traded derivatives and the FHSVaR based Calypso margin system for OTC derivatives (see CCP
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-03.html
Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
CME expanded its clearing service to include Australian dollar-denominated OIS in 2016. ... Graph 4. Graph 5. CME does not currently have any direct Australian clearing participants.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/appendix-a.html
Appendix B: CME Regulatory Environment and Risk Management | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
The Dubai Financial Services Authority (DFSA) has authorised CME as a Recognised Body. ... movements. CME made no ad hoc intraday margin calls over the assessment period.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/appendix-b.html
Standard 9: Money Settlements | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central…
9 Mar 2023
All settlement banks must be approved by CME and sign a ‘settlement bank agreement’. ... CME maintains contractual agreements with its settlement banks; these are governed under US law.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-9.html
Standard 2: Governance | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central Counterparties
9 Mar 2023
The CHRC is overseen by the CME Board (see CCP Standard 2.2). ... CME Group sets maximum guidelines for annual incentives and long-term incentive awards.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-2.html
5. Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2011/12 Assessment of Clearing and…
9 Mar 2023
2011/12 compliance report for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2011-2012/assest-cs-fin-stability.html
Submissions on New Financial Stability Standards
9 Mar 2023
CME Group 122. KB. 19 October 2012.
https://www.rba.gov.au/payments-and-infrastructure/submissions/new-financial-stability-standards/
Standard 4: Credit Risk | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central…
9 Mar 2023
financial or operational condition of a clearing participant jeopardises CME or financial markets. ... if an affiliate of a direct clearing participant is also a direct clearing participant of CME), CME calculates the aggregate of the shortfall across
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-4.html
Developments Relating to the Bank's Assessment | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
CME maintains separate default resources (i.e. default waterfalls) for each clearing service. ... CME must share its assessments of these arrangements with the Bank for review.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/developments-relating-to-the-banks-assessment.html
Special Topic – Margin | 2021/22 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2021/22 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2021-2022/special-topics-margin.html