Search: CSA
RBA Glossary definition for CSA
CSA – Credit Support Annex
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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
Risk Management
10 Sep 2012
RBA Annual Report
– 2012
Internationally recognised two-way credit support annexes (CSAs) are being implemented by the Bank to collateralise its foreign exchange swap transactions.
https://www.rba.gov.au/publications/annual-reports/rba/2012/risk-mgnt.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
Operations in Financial Markets
16 Oct 2013
RBA Annual Report
– 2013
Credit Support Annexes (CSAs). ... A CSA defines the rules under which previously agreed collateral is exchanged between counterparties.
https://www.rba.gov.au/publications/annual-reports/rba/2013/ops-fin-mkts.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
Reading and Interpreting Charts | Education
4 May 2023
Listing of RBA educational resource material including: About the Reserve Bank of Australia; The Australian Economy; Role of the Reserve Bank; Financial System; Payments System; Currency Notes; Reserve Bank of Australia Museum; Using and
https://www.rba.gov.au/education/teacher-materials/modules-for-years-9-and-10/reading-and-interpreting-charts/
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
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
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
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