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RBA Glossary definition for CME

CME – Chicago Mercantile Exchange Inc.

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The Australian Financial System

10 Mar 2015 FSR – March 2015
CME is also in the process of developing recovery and wind-down plans. ... The recovery plan will address how CME would allocate any losses and liquidity shortfalls.

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.


21 Oct 2021 PSB Annual Report – 2021
Chi-X. Chi-X Australia Pty Ltd. CME. Chicago Mercantile Exchange Inc. CNP.

Financial Stability Review March 2015

24 Mar 2015 FSR March 2015 PDF 1257KB

Promoting Liquidity: Why and How? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
RBA Annual Conference – 2008 Promoting Liquidity: Why and How? Jonathan Kearns and Philip Lowe. As recent experience all too clearly demonstrates, liquid markets do not exist for all financial assets at all times. In some respects, this can be

Payments System Board Update: February 2017 Meeting

17 Feb 2017 Media Releases
At its meeting today, the Payments System Board discussed progress on the New Payments Platform (NPP).

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

International Financial Cooperation

27 Oct 2022 RBA Annual Report – October 2022
an information-sharing arrangement with the US Commodity Futures Trading Commission, in relation to CME Inc.

The Australian Financial System

24 Mar 2015 FSR March 2015 PDF 496KB

Special Topic on CCP Margin Arrangements | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
3.1.1 Exchange-traded derivatives. The ASX CCPs calculate initial margin for exchange-traded derivatives using CME SPAN. ... It also tests key model parameters, including the PSR and VSR in CME SPAN, and flat rates for cash market products.