Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
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List of tables | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Product. CCP. Model. Exchange-traded derivatives. Both. CME SPAN. OTC IRDs. ASX Clear (Futures).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/tables.html
1. Introduction and Executive Summary | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear Service
9 Mar 2023
IRDs), clearing just over US$200 trillion, or around 91 per cent of the notional value outstanding of centrally cleared OTC IRDs. ... An estimated 98 per cent of the notional value outstanding of centrally cleared Australian dollar-denominated OTC IRD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/introduction.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
clearer of OTC IRD globally.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/other-material-developments.html
Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ASX Clear (Futures) also offers a clearing service for OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/
Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
The average daily value of AUD OTC IRDs cleared by ASX Clear (Futures) continued to grow, although at a slower rate when compared to previous years (Graph 10).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/appendix-b.html
Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities – September 2019
9 Mar 2023
Graph 8. Graph 9. The average daily value of AUD OTC IRDs cleared by ASX Clear (Futures) increased sharply in the first half of 2019, as a result of heightened market
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/appendix-b.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
IRD. interest rate derivative. LEPO. low-exercise-price options. MoU. memorandum of understanding.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/abbreviations.html
Appendix B: Background Information | 2021/22 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2021/22 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2021-2022/appendix-b.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swaps. ISDA. International Swaps and Derivatives Association.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/abbreviations.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ICR. Internal Credit Rating. IOSCO. International Organization of Securities Commissions. IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html