Search: GMRA

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RBA Glossary definition for GMRA

GMRA – Global Master Repurchase Agreement - a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA), which is the body representing the bond and repo markets in Europe. The GMRA is the principal master agreement for cross-border repos globally, as well as for many domestic repo markets.

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2016/17 Assessment of LCH Limited’s SwapClear Service

5 Dec 2017 PDF 1303KB
Assessment of LCH Limited’s SwapClear Service. December 2017. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 2. 2. Material Developments 6. Appendix A: Activity in SwapClear 11. Appendix B: Risk Management, Governance and the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2017/pdf/lch-assess-2017-12.pdf

2015/16 Assessment of LCH.Clearnet Limited’s SwapClear Service

1 Nov 2017 PDF 1792KB
2015/16 Assessment of LCH.Clearnet. Limited’s SwapClear Service. December 2016. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 2. 2. Material Developments 6. Box A: Portfolio Margining 9. Appendix A: Activity in SwapClear 12.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2016/pdf/lch-assess-2016-12.pdf

Oversight, Supervision and Regulation of Financial Market Infrastructures

14 Sep 2017 PSB Annual Report – 2017
The new regulations also provided an opportunity to move to the 2011 Global Master Repurchase Agreement (GMRA), which (amongst other things) improves upon the 2000 GMRA processes for dealing with a
https://www.rba.gov.au/publications/annual-reports/psb/2017/oversight-supervision-and-regulation-of-financial-market-infrastructures.html

Payments System Board Annual Report 2017 - Oversight, Supervision and Regulation of Financial Market Infrastructures

12 Sep 2017 PSB Annual Report 2017 PDF 859KB
https://www.rba.gov.au/publications/annual-reports/psb/2017/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf

2017 Assessment of the Reserve Bank Information and Transfer System - May 2017

31 May 2017 PDF 707KB
2017 Assessment of the Reserve Bank Information and Transfer System
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2017/pdf/2017-assess-rits.pdf

2015 Assessment of the Reserve Bank Information and Transfer ...

13 Apr 2016 PDF 786KB
The Bank is also using this opportunity to move from the 2000 to the 2011 Global Master Repurchase Agreement (GMRA). ... The 2011 GMRA reflects lessons from the global financial crisis and the collapse of Lehman Brothers.
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2015/pdf/2015-assess-rits.pdf

2014/15 Assessment of LCH.Clearnet Limited’s SwapClear Service

8 Dec 2015 PDF 1531KB
2014/15 Assessment of LCH.Clearnet Limited’s SwapClear Service. December 2015. Contents. 1. Introduction and Executive Summary 1. 2. Summary of Regulatory Priorities 6. 3. Assessment of LCH.Clearnet Limited’s SwapClear Service against the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2015/pdf/lch-assess-2015-12.pdf

Central Clearing of Repos in Australia: Conclusions

28 Oct 2015 Consultations PDF 306KB
In the current market, counterparty credit risk is managed under industry-standard documentation, the Global Master Repurchase Agreements (GMRAs). ... The Bank requires that all eligible counterparties be members of RITS and as part of their membership
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf

Central Clearing of Repos in Australia ASX Submission to ...

3 Jun 2015 PDF 394KB
GMRAs) ahead of settlement, resulting in a single one-directional settlement per ISIN per settlement day.
https://www.rba.gov.au/payments-and-infrastructure/submissions/central-clearing-of-repos-in-australia/asx.pdf

Central Clearing of Repos in Australia: A Consultation Paper

25 May 2015 Consultations PDF 389KB
The GMRA governs the transaction, establishing the rights and obligations of the contracting parties. ... The GMRA provides for close-out netting in the event one of the counterparties defaults.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf