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RBA Glossary definition for CSA

CSA – Credit Support Annex

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Glossary

2 May 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
Reserve Bank of Australia Annual Report – 2022 Financial Statements Notes to and Forming Part of the Financials Statements. Reserve Bank of Australia and Controlled Entity. Note 1 – Accounting Policies. The RBA reports its consolidated
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

Videos | Education

4 May 2023
Indeed, their credit support annexes or CSAs associated with those hedges actually provided a short-term source of additional funding to the Australian banks.
https://www.rba.gov.au/education/resources/videos.html

Note 15 – Financial Instruments and Risk

21 Oct 2021 RBA Annual Report – 2021
Note 15 – Financial Instruments and Risk | Reserve Bank of Australia Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-15.html

Note 15 – Financial Instruments and Risk

12 Apr 2020 RBA Annual Report – 2020
The RBA's CSAs specify that only Australian dollar cash is eligible as collateral. ... The potential cost is assessed as the net costs of replacing all outstanding swap positions covered by the CSA.
https://www.rba.gov.au/publications/annual-reports/rba/2020/financial-statements/note-15.html

Abbreviations

27 Oct 2022 RBA Annual Report – 2022
CSA. credit support annex. CSIRO. Commonwealth Scientific and Industrial Research Organisation.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html

Risk Management and Infrastructure Usage in Australia | Report on the Australian OTC Derivatives Market October 2012

9 Mar 2023
CSAs are less widely used for non-financial counterparties. Smaller domestic market participants tended to use Australian law CSAs exclusively. ... Around 50 per cent of respondents noted that rehypothecation is not permitted under at least some of their
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/risk-management-and-infrastructure-usage-in-australia.html

Labor Reallocation and Business Cycles - December 2014

15 Dec 2014 Research Workshop PDF 3131KB
Providence CSA. In general, CSAs provide a more inclusive definition of a local labor market. ... 8We construct area house price indexes using the Freddie Mac MSA house price indexes, available 1975-2014.For CSAs combining multiple MSAs, we construct a
https://www.rba.gov.au/publications/workshops/research/2014/pdf/chodorow-reich-wieland.pdf

Note 15 – Financial Instruments and Risk | Financial Statements

16 Oct 2013 RBA Annual Report – 2013
As noted above, CSAs were introduced with swap counterparties during the course of 2012/13. ... The RBA's CSAs specify that only Australian dollar cash is eligible as collateral.
https://www.rba.gov.au/publications/annual-reports/rba/2013/fin-statements/note-15.html

Counterparty Credit Risk Management | Survey of the OTC Derivatives Market in Australia – May 2009

9 Mar 2023
Buy-side participants tended to cite lower levels of CSA coverage than sell-side banks. ... Furthermore, priority was given to negotiating CSAs with those counterparties generating the largest exposures.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/counterparty-crm.html