Search: CME
RBA Glossary definition for CME
CME – Chicago Mercantile Exchange Inc.
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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/
List of tables | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX Clear (Futures). CME SPAN. 99.7. 100. ASX Clear (Futures). OTC IRD FHSVaR. ... The CCPs have implemented spread add-ons in their CME SPAN margin parameters.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/tables.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Recommendation. ASX Clear and ASX Clear (Futures) should complete the implementation of add-ons to manage liquidity risk for cash market products and products margined using the CME SPAN model. ... ASX commenced its new approach to sensitivity analysis
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/material-developments.html
Assessment of CS Facilities against the Financial Stability Standards | 2010/11 Assessment
9 Mar 2023
These initiatives include the migration of the margining methodology at both central counterparties to the CME version of the Standard Portfolio Analysis of Risk (SPAN) margining system. ... Upon the implementation of CME SPAN, ASX will look to introduce
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2010-2011/assest-cs-fin-stability.html
Standard 20: Disclosure of Rules, Key Policies and Procedures, and Market Data | Assessment of Chicago Mercantile Exchange Inc. against the …
9 Mar 2023
CME publishes monthly and quarterly reports on volume data across its product offerings. ... However, CME does not, at the time of writing, have an operational SEF.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-20.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
In November 2018, ASX Clear (Futures) introduced a liquidity add-on for exchange-traded derivatives margined using CME SPAN (see CCP Standard 6.3). ... Recommendation. ASX Clear should complete the implementation of add-ons to manage liquidity risk for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/material-developments.html
2019 Assessment of Chicago Mercantile Exchange Inc. | Clearing and Settlement Facilities | Financial Market Infrastructure | Payments & …
9 Mar 2023
2019 Assessment of Chicago Mercantile Exchange Inc. – Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/
Material Developments | 2020/21 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/material-developments.html
Other Material Developments | 2019/20 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2019/20 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2019-2020/other-material-developments.html
Executive Summary | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
CME), which operates in Australia under an overseas clearing and settlement (CS) facility licence. ... The Bank also set new regulatory priorities related to the variation of CME's licence.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/executive-summary.html