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RBA Glossary definition for IRD

IRD – Interest Rate Derivatives

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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

Assessment of LCH Limited’s SwapClear Service

29 Nov 2020 PDF 1663KB
The total notional value of Australian participants’. IRD outstanding (in all currencies) cleared via. ... cleared AUD-denominated OTC IRD registered. during the assessment period were cleared via.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf

2015/16 Assessment of ASX Clearing and Settlement Facilities

16 Sep 2016 PDF 1245KB
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/pdf/report-2015-2016.pdf

Central Clearing of OTC Derivatives in Australia

13 Sep 2011 PDF 117KB
interest rate derivatives (IRD) market). In practice, as these contracts are liquid it is easier for CCPs to assess and value these transactions correctly and to prospectively mange the inherent risks ... Australian IRD market to continue to function
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/central-clearing-otc/pdf/aba.pdf

Assessment of ASX Clearing and Settlement Facilities

27 Sep 2022 PDF 1829KB
Assessment of ASX Clearing and. Settlement Facilities. September 2022. Contents. Executive Summary 1. 1. Ratings and Regulatory Priorities 3. 2. Developments 9. 3. Special Topics – Margin 18. 4. Special Topic – CHESS Replacement 35. Appendix A:
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2021-2022/pdf/report-2021-2022.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

Payments System Board Annual Report 2017 - Trends in Payments, Clearing and Settlement Systems

10 Feb 2020 PSB Annual Report 2017 PDF 1517KB
https://www.rba.gov.au/publications/annual-reports/psb/2017/pdf/trends-in-payments,-clearing-and-settlement-systems.pdf

2013/14 Assessment of LCH.Clearnet Limited’s SwapClear Service

28 Jul 2015 PDF 1474KB
OTC IRDs. SwapClear clears a variety of OTC IRD types in 17 different currencies, and has participants. ... The majority of Australian dealers’ OTC IRDs are interest rate swaps (Graph 6).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2014/pdf/lch-assess-2014-09.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 ASX Clearing and Settlement Facilities - September 2021

23 Sep 2021 PDF 1528KB
Assessment of ASX Clearing and Settlement Facilities. September 2021. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 4. 2. Material Developments 14. Box A: Progress implementing CCP Resilience Guidance 20. Box B: International
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/pdf/report-2020-2021.pdf