Search: ICS
RBA Glossary definition for ICS
ICS – Initial Convenience Service
Search Results
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
IBOR. Interbank offered rate. ICS. Internal credit score. IRD. Interest rate derivatives.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Appendix B | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
score (ICS).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/appendix-b.html
Appendix B | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
Monthly DFAM is called from the largest participant if its STLOIM exceeds a specified threshold of the value of the default fund, determined by its internal credit score (ICS). ... This predefined default fund proportion is based on the participant's ICS.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/appendix-b.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
The policy describes the potential sources of procyclicality at LCH Ltd: initial margin and margin add-ons; default fund contributions; collateral haircuts; ICS multipliers; and unfunded financial resources in the event
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.html
Appendix B: Risk Management, Governance and the LCH Limited Regulatory Environment | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
ICS). Monthly DFAM is not mutualised; it can only be used to cover losses from the participant that posted it.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-b.html
Empirical Methodology
10 Nov 2022
RDP
2022-06
ic. t represents regional time trends, where I. ic. indicates the SA3 area of household i. ... t. where Group. ic,t–4. indicates the demographic or financial group the household belonged to in previous period, which reduces concerns about feedback from
https://www.rba.gov.au/publications/rdp/2022/2022-06/empirical-methodology.html
See 1 more results from "RDP 2022-06"
Corporate Debt Covenants in Australia
9 Dec 2021
Bulletin
– December 2021
The economic downturn associated with the COVID-19 pandemic has raised questions about the extent to which a deterioration in the financial health of some businesses could lead to breaches of debt covenants – with potential knock-on effects on
https://www.rba.gov.au/publications/bulletin/2021/dec/corporate-debt-covenants-in-australia.html
Developments in the Financial System Architecture
20 Oct 2017
FSR
– October 2017
In July, the International Association of Insurance Supervisors (IAIS) released ‘version 1.0’ of the Insurance Capital Standard (ICS) for extended field testing. ... All internationally active insurance groups will be included in the test and there
https://www.rba.gov.au/publications/fsr/2017/oct/dev-fin-sys-arch.html
Regression Analysis
31 Dec 2014
RDP
2014-07
ict. ), which consists of a country-industry specific effect (θ. ic. ),
https://www.rba.gov.au/publications/rdp/2014/2014-07/reg-ana.html
Fast Retail Payment Systems
18 Dec 2014
Bulletin
– December 2014
In December 2014, a group of Australian financial institutions announced that funding had been secured for the next phase of the New Payments Platform (NPP), which will provide the capability for Australian consumers and businesses to make and
https://www.rba.gov.au/publications/bulletin/2014/dec/6.html