Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
Search Results
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
2014/15 Assessment of LCH.Clearnet Limited’s SwapClear Service
8 Dec 2015
PDF
1531KB
SwapClear clears six types of IRD product: interest rate swaps; zero-coupon swaps; basis swaps; forward rate agreements; OISs; and variable notional swaps. ... At the end of September 2015, inflation swaps constituted around 0.1 per cent of total OTC IRD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2015/pdf/lch-assess-2015-12.pdf
2014/15 Assessment of ASX Clearing and Settlement Facilities
3 Sep 2015
PDF
1548KB
Standards for Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/pdf/report-2014-2015.pdf
Assessment of ASX Clearing and Settlement Facilities - October 2020
11 Nov 2020
PDF
1832KB
Assessment of ASX Clearing and. Settlement Facilities. October 2020. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Response to COVID-19 13. Box A: CCP financial risk management 16. 3. Other Material Developments 23. Box B:
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2019-2020/pdf/report-2019-2020.pdf
Assessment of ASX Clearing and Settlement Facilities - September 2019
19 Sep 2019
PDF
939KB
Assessment of ASX Clearing and Settlement Facilities. September 2019. Contents. Executive Summary 1. 1. Summary of Regulatory Priorities 3. 2. Material Developments 10. Box A: Progress implementing CCP Resilience Guidance 11. Box B: Findings from
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/report-2018-2019.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
C1. Financial Stability Standards for Central Counterparties
18 Sep 2019
PDF
1135KB
Key models at the CCPs include the capital stress-testing model, liquidity stress-testing model, CME SPAN margin model, the OTC interest rate derivatives (IRD) Filtered Historical Simulation Value at Risk
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/pdf/c1-financial-stability-standards-for-central-counterparties.pdf
Appendix C1: Financial Stability Standards for Central Counterparties
4 Sep 2017
PDF
1033KB
2016/17 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/pdf/appendix-c1-asx-central-counterparties.pdf
A1.2 ASX Clear (Futures)
16 Sep 2016
PDF
1023KB
Standards for Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/pdf/appendix-a1.2-asx-clear-futures.pdf
A1.2 ASX Clear (Futures)
3 Sep 2015
PDF
1274KB
Standards for Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/pdf/appendix-a1.2-asx-clear-futures.pdf