Search: CSA
RBA Glossary definition for CSA
CSA – Credit Support Annex
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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
Executive Summary | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
a continuing trend towards collateralisation of exposures, underpinned by the negotiation of Credit Support Annexes (CSAs) attached to Master Agreements, with these also increasingly incorporating lower unsecured thresholds and more frequent
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/exec-summary.html
Abbreviations | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
CS. Clearing and settlement. CSA. Custodial Segregated Account. CSD. central securities depository.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/abbreviations.html
Summary and Assessment | Survey of the OTC Derivatives Market in Australia – May 2009
9 Mar 2023
Expand the use of collateral to manage counterparty credit risks: Australian industry participants are encouraged to expand, where practicable to do so, the use of CSAs attached to Master Agreements and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/survey-otc-deriv-mkts/summary.html
Assessment and Recommendations | Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
around 50 per cent of transactions are covered by CSAs.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/assessment-and-recommendations.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards. The CCP Standards are made up of 21 headline standards, each of which is accompanied by a
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
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
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
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
Abbreviations
21 Oct 2021
RBA Annual Report
– 2021
CSA. credit support annex. CSIRO. Commonwealth Scientific and Industrial Research Organisation.
https://www.rba.gov.au/publications/annual-reports/rba/2021/abbreviations.html