Search: IRD

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
1–10 of 11 search results for IRD

RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

Search Results

Box D: Trade Compression

20 Apr 2016 FSR – April 2016
The total notional value of interest rate derivatives (IRDs) that have been compressed is estimated to have more than tripled between late 2011 and June 2015 (the latest available date). ... The June 2015 multilateral compression cycle run in LCH.C Ltd's
https://www.rba.gov.au/publications/fsr/2016/apr/box-d.html

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html

Box D: Trade Compression

14 Apr 2016 FSR April 2016 PDF 189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf

The Australian Financial System

14 Apr 2016 FSR April 2016 PDF 604KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/aus-fin-sys.pdf

The Australian Financial System

20 Apr 2016 FSR – April 2016
The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally cleared continued to increase, ahead of central clearing becoming mandatory in early April (see ‘Developments in the ... Around 90 per cent of
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html

The Effective Supply of Collateral in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung, Mark Manning and Angus Moore
High-quality assets play an important role as collateral for a wide range of transactions and activities in wholesale financial markets. Regulatory changes since the global financial crisis are increasing the demand for high-quality assets, thereby
https://www.rba.gov.au/publications/bulletin/2014/sep/7.html

The Transition Away from LIBOR

8 Apr 2021 FSR PDF 317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf

The Effective Supply of Collateral in Australia

17 Sep 2014 Bulletin September Quarter 2014 PDF 318KB
https://www.rba.gov.au/publications/bulletin/2014/sep/pdf/bu-0914-7.pdf

Financial Stability Review April 2016

15 Apr 2016 FSR April 2016 PDF 1859KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/financial-stability-review-2016-04.pdf

Financial Stability Review

9 Apr 2021 FSR - April 2021 PDF 1740KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/financial-stability-review-2021-04.pdf