Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
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Assessment of Chicago Mercantile Exchange Inc. - March 2019
27 Mar 2019
PDF
903KB
US$tr. OTC IRD: Notional Value of. Trades Outstanding, by Currency (Stock)End of month. ... OTC IRD: Notional Value of AUD-denominated. Trades Outstanding (Stock)End of month.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2019/pdf/cme-assessment-2019-03.pdf
RBA Payments System Board 2018 Annual Report - Abbreviations
20 Sep 2018
Annual Report
PDF
624KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/abbreviations.pdf
RBA Payments System Board 2018 Annual Report - Oversight, Supervision and Regulation of Financial Market Infrastructures
20 Sep 2018
Annual Report
PDF
706KB
RBA Payments System Board 2018 Annual Report
https://www.rba.gov.au/publications/annual-reports/psb/2018/pdf/oversight-supervision-and-regulation-of-financial-market-infrastructures.pdf
Assessment of ASX Clearing and Settlement Facilities 2017/2018
10 Sep 2018
PDF
844KB
Previously, ASX had set its MPORs at one day for cash market products, two days for exchange-traded derivatives, and five days for OTC interest rate derivatives (IRDs).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/report-2017-2018.pdf
Appendix C1: Financial Stability Standards for Central Counterparties
10 Sep 2018
PDF
1019KB
Assessment of ASX Clearing and Settlement Facilities 2017/2018
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/pdf/appendix-c1-asx-central-counterparties.pdf
Self-assessment of the Australian Securities and Investments Commission and Reserve Bank of Australia – Clearing and Settlement Facilities
24 Jul 2018
PDF
516KB
LCH Limited’s (LCH Ltd’s) SwapClear service provides CCP services for OTC IRD. • ... Chicago Mercantile Exchange Inc (CME) is licensed to provide CCP services for OTC IRD, and non-AUD IRD traded on the CME market or the Chicago Board of Trade
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/principles/assessment-against-responsibilities/responsibilities-of-authorities/2018/pdf/2018-07-self-assessment-au-authorities-cs-facilities.pdf
Assessment of Chicago Mercantile Exchange Inc. - March 2018
8 Mar 2018
PDF
326KB
outstanding of all centrally cleared Australian dollar-denominated OTC IRD trades (around A$12 trillion at end December 2017).13. ... CCP resilience and recovery guidance. Appendix A: Activity in CME. A.1 OTC IRD.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/pdf/cme-assessment-2018-03.pdf
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
2015/16 Assessment of LCH.Clearnet Limited’s SwapClear Service
1 Nov 2017
PDF
1792KB
SwapClear clears six types of IRD product: interest rate swaps; zero-coupon swaps; basis swaps;. ... IRD outstanding by notional value (Graph 7). The notional value of AUD-denominated zero-coupon.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2016/pdf/lch-assess-2016-12.pdf
2016/17 Assessment of ASX Clearing and Settlement Facilities
13 Oct 2017
PDF
822KB
Assessment of ASX Clearing and Settlement Facilities. September 2017. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 11. Box A: New International Guidance on CCP Resilience, Recovery and Resolution 18.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/pdf/report-2016-2017.pdf