Search: CME
RBA Glossary definition for CME
CME – Chicago Mercantile Exchange Inc.
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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 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
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
List of tables | 2011/12 Assessment of Clearing and Settlement Facilities in Australia
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/tables.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 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
List of tables | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
CCP Standard 6. Both CCPs. Partly addressed. ASX Clear (Futures) completed a holistic review of its approach to calibrating initial margin for products margined using the CME SPAN model, developing plans ... Product. CCP. Model. Exchange-traded
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/tables.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