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21–30 of 192 search results for DvP

RBA Glossary definition for DvP

DvP – Delivery-versus-Payment

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Safety and Stability

25 Sep 2003 PSB Annual Report – 2003
Nonetheless, such systems do generate risks. DvP arrangements need to be robust in all circumstances so that settlement exposures between participants cannot build up. ... Primarily, this requires the delivery-versus-payment (DvP) settlement of
https://www.rba.gov.au/publications/annual-reports/psb/2003/safety-stability.html

Standard 11: Exchange-of-value Settlements | Appendix B1.1 ASX Clear | 2012/13 Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
ASX Clear's arrangements for DvP settlement of linked obligations are discussed in further detail under the following sub-standards. ... This compares with an average of $28.3 million for an individual DvP settlement instruction for debt securities in
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-clear/standard-11.html

Standard 10: Exchange-of-value Settlement Systems | Appendix B2.2 Austraclear | 2012/13 Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
Where cash is used as a last resort, settlement is on a DvP model 1 basis. ... Settlement of securities transactions in Austraclear is on a DvP model 1 basis.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/austraclear/standard-10.html

4. Financial Market Infrastructures

21 Oct 2021 PSB Annual Report – 2021
the final settlement of the other via a delivery-versus-payment (DvP) mechanism.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html

Standard 11: Exchange-of-value settlements | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX…

9 Mar 2023
This compares with an average of $36.1 million for an individual DvP settlement instruction for debt securities in Austraclear. ... Settlement of ASX Clear (Futures) derivatives transactions that involve securities transfers occurs on a DvP Model 1 basis
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-11.html

Standard 4: Credit Risk | Financial Stability Standards for Securities Settlement Facilities – December 2012

9 Mar 2023
The use of a system that settles securities and funds on a gross, obligation-by-obligation basis (DvP model 1) would further reduce potential liquidity exposures among participants. ... DvP model 3 mechanisms do not create credit exposures for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/securities-settlement-facilities/2012/standard-4.html

Safety and Stability

11 Nov 2004 PSB Annual Report – 2004
This requires the delivery-versus-payment (DvP) settlement of obligations where the exchange of assets occurs, or real-time settlement of payment obligations arising from derivatives transactions. ... This form of deemed settlement, however, fails the
https://www.rba.gov.au/publications/annual-reports/psb/2004/safety-stability.html

Standard 11: Exchange-of-value settlements | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
For transactions involving securities transfers, ASX Clear (Futures) employs the DvP Model 1 settlement mechanism in Austraclear (CCP Standard 11.2). ... Settlement of ASX Clear (Futures) derivatives transactions that involve securities transfers occurs
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-11.html

Safety and Stability

24 Mar 2003 PSB Annual Report – 2002
Such ‘delivery-versus-payment’ (DvP) arrangements guarantee that the change in ownership of securities is final and irrevocable, freeing the buyer of a security to undertake further transactions with that security. ... Nonetheless, such systems do
https://www.rba.gov.au/publications/annual-reports/psb/2002/safety-stability.html

Standard 10: Exchange-of-value Settlement Systems | Appendix B2.1: ASX Settlement | 2012/13 Assessment of ASX Clearing and Settlement…

9 Mar 2023
the other through an appropriate delivery versus payment (DvP), delivery versus delivery (DvD) or payment versus payment (PvP) settlement mechanism. ... This compares with an average of $28.3 million for an individual DvP settlement instruction for debt
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-settlement/standard-10.html