Search: CSA

Sort by: Relevance Date
13 of 3 search results for CSA

RBA Glossary definition for CSA

CSA – Credit Support Annex

Search Results

Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011

15 Jul 2011 Consultations PDF 875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf

Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
This agreement is often supplemented by a Credit Support Annex (CSA) to cover collateralisation arrangements. ... The CSA sets out arrangements for how and when a counterparty must provide collateral (such as pay margin) to offset adverse price movements,
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html

OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations

7 Jun 2011 Consultations
To the extent that these various bilateral positions are covered by CSAs, the movements in mark-to-market valuations can result in significant transfers of collateral within and between sectors.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html