Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
Search Results
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 | 2013/14 Assessment of LCH.Clearnet Limited's SwapClear Service
9 Mar 2023
IRD. interest rate derivative. ISA. individually segregated account. IT. information technology.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/abbreviations.html
List of graphs | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
Graph 12: ASX Clear (Futures): AUD OTC IRD Trades Cleared.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/graphs.html
Appendix B: Background Information | 2020/21 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/appendix-b.html
Abbreviations | 2020/21 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/abbreviations.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
As the largest clearer of over-the-counter (OTC) interest rate derivatives (IRD) globally, LCH Ltd has an important role in facilitating benchmark reforms. ... Trading activity in products referencing new RFRs has continued to increase, but remains low
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
IRD. interest rate derivatives. KRI. key risk indicators. KYC. know-your-customer. MoU.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html
Appendix B: Background Information | 2019/20 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2019/20 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2019-2020/appendix-b.html
Special Topic – CCP Resilience Guidance | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
OTC IRDs and some settlement prices for commodity derivatives are priced using third-party data sources. ... and OTC IRDs as part of its regular model validation process.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/special-topic-ccp-resilience-guidance.html
Regulatory Environment | Assessment of LCH Limited's SwapClear Service-December 2021
9 Mar 2023
In Australia, LCH Ltd's SwapClear service is considered systemically important, clearing around 90 per cent of the notional value of the cleared AUD OTC IRD market, and is subject to
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/regulatory-environment.html