Search: CSA
RBA Glossary definition for CSA
CSA – Credit Support Annex
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Note 15 – Financial Instruments and Risk | Financial Statements
12 Sep 2014
RBA Annual Report
– 2014
The RBA's CSAs specify that only Australian dollar cash is eligible as collateral. ... Under CSAs, either party to the agreement may be obliged to deliver collateral with interest paid or received on a monthly basis.
https://www.rba.gov.au/publications/annual-reports/rba/2014/fin-statements/note-15.html
List of tables | Report on the Australian OTC Derivatives Market October 2012
9 Mar 2023
Source: survey responses. Table 3: Credit Support Annex Usage. Per cent of dealers' CSAs. ... Per cent of dealers' CSAs. (a). Collateral type. Per cent. Cash.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/tables.html
Reserve Bank of Australia Annual Report 2021 - Financial Statements
29 Sep 2022
RBA Annual Report
2021
PDF
480KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/financial-statements.pdf
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
Reserve Bank of Australia Annual Report 2020 - Financial Statements
14 Oct 2020
Annual Report
PDF
773KB
1 6 9A N N UA L R E P O R T 2020 | F I N A N C I A L S TAT E M E N T S. Financial Statements. For the year ended 30 June 2020. Statement of AssuranceIn the opinion of each of the Governor, as the accountable authority of the Reserve Bank of
https://www.rba.gov.au/publications/annual-reports/rba/2020/pdf/financial-statements.pdf
Reserve Bank of Australia Annual Report 2013 - Financial Statements
21 Nov 2013
RBA Annual Report
2013
PDF
3210KB
https://www.rba.gov.au/publications/annual-reports/rba/2013/pdf/fin-statements.pdf
Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
LCH Ltd also offers an account that provides custodial segregation; the Custodial Segregated Account (CSA) differs from the ISA in that clients can lodge non-cash assets directly with LCH Ltd ... Therefore porting may be more straightforward for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html
International Developments | OTC Derivatives Market Reform Considerations-March 2012
9 Mar 2023
The Canadian Securities Administrators (CSA) is publishing a series of eight consultation papers on OTC derivatives regulation. ... The CSA has also indicated that it may consider exempting smaller, non-systemically important participants from mandatory
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201203-otc-derivatives-market-reform-considerations/international-developments.html
Regulatory and Industry Developments | Report on the Australian OTC Derivatives Market October 2012
9 Mar 2023
The high degree of heterogeneity in bilaterally negotiated credit support annexes (CSAs) that collateralise OTC derivatives positions has given rise to a number of risks. ... Larger dealers, who may have several thousand CSAs in place, face significant
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/regulatory-industry-developments.html
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