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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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Abbreviations | 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/abbreviations.html

Abbreviations | Assessment of Chicago Mercantile Exchange Inc.

9 Mar 2023
IRD. Interest rate derivatives. IRS. Interest rate swap. LRMF. Liquidity Risk Management Framework.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/abbreviations.html

List of graphs | Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
Graph 10: ASX Clear (Futures): AUD OTC IRD Trades Cleared.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/graphs.html

Developments Relating to the Bank's Assessment | Assessment of Chicago Mercantile Exchange Inc.

9 Mar 2023
In Australia, CME holds a CS facility licence which permits it to offer clearing services to Australian-based institutions as direct clearing participants for OTC interest rate derivatives (IRD) and ... Australian dollar-denominated IRD traded on the CME
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/developments-relating-to-the-banks-assessment.html

Abbreviations | 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/abbreviations.html

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

Executive Summary | Assessment of LCH Limited's SwapClear Service-December 2021

9 Mar 2023
SwapClear is a systemically important central counterparty (CCP) in Australia, clearing around 90 per cent of the cleared AUD over-the-counter (OTC) interest rate derivatives (IRD) market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2021/executive-summary.html

Standard 6: Margin | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…

9 Mar 2023
Prices for the OTC IRD margin system are updated hourly. Participants are given all information necessary to create an end-of-day yield curve and independently calculate the net present value ... ASX administers an annual survey asking OTC participants
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-06.html

Standard 19: FMI links | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…

9 Mar 2023
DTCC. This link was established for the reporting of OTC IRD trades, and supports ASX Clear (Futures)' OTC trade reporting obligations to ASIC. ... The link also facilitates the reporting of OTC IRD trades involving US persons, which is a condition of
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-19.html

Standard 19: FMI links | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…

9 Mar 2023
DTCC. This link was established for the reporting of OTC IRD trades, and supports ASX Clear (Futures)' OTC trade reporting obligations to ASIC. ... The link also facilitates the reporting of OTC IRD trades involving US persons, which is a condition of
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-19.html