Search: CME
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.
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.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
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
Chi-X. Chi-X Australia Pty Ltd. CME. Chicago Mercantile Exchange Inc. CNP.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
Financial Stability Review March 2015
24 Mar 2015
FSR
March 2015
PDF
1257KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/0315.pdf
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
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
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
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).
https://www.rba.gov.au/media-releases/2017/mr-17-05.html
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
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.
https://www.rba.gov.au/publications/annual-reports/rba/2022/international-financial-cooperation.html
The Australian Financial System
24 Mar 2015
FSR
March 2015
PDF
496KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/aus-fin-sys.pdf
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.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/special-topic-on-ccp-margin-arrangements.html