Search: IRD
RBA Glossary definition for IRD
IRD – Interest Rate Derivatives
Search Results
Box D: Trade Compression
14 Apr 2016
FSR
April 2016
PDF
189KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/box-d.pdf
4. Financial Market Infrastructures
21 Oct 2021
PSB Annual Report
– 2021
Australia. (RBA/ASIC). LCH Ltd. Swapclear service: OTC IRDs and inflation rate derivatives. ... UK. (Bank of England). Chicago Mercantile Exchange Inc (CME). IRS service: OTC IRD, and non-AUD IRD traded on the CME market or the Chicago Board of Trade.
https://www.rba.gov.au/publications/annual-reports/psb/2021/financial-market-infrastructures.html
Developments in the Clearing and Settlement Industry
27 Sep 2023
PSB Annual Report
– September 2023
Developments in the Clearing and Settlement Industry | Payments System Board Annual Report – September 2023
https://www.rba.gov.au/publications/annual-reports/psb/2023/developments-in-the-clearing-and-settlement-industry.html
Abbreviations
27 Sep 2022
PSB Annual Report
- 2022
PDF
76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf
Abbreviations
28 Sep 2022
PSB Annual Report
– 2022
IRD. Interest rate derivatives. IRS. Interest Rate Swaps. LCH Ltd. LCH Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2022/abbreviations.html
Oversight of Clearing and Settlement Facilities
12 Sep 2014
PSB Annual Report
– 2014
Globally, an estimated 65 per cent of the US$354 trillion notional value outstanding of OTC IRD is centrally cleared. ... Single-currency OTC IRD comprise about 65 per cent of the notional value of Australian dealers' outstanding OTC derivatives
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-clearing-set.html
Abbreviations
21 Oct 2021
PSB Annual Report
– 2021
IRD. Interest rate derivatives. IRS. Interest Rate Swaps. LCH Ltd. LCH Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2021/abbreviations.html
The Australian Financial System
14 Apr 2016
FSR
April 2016
PDF
604KB
https://www.rba.gov.au/publications/fsr/2016/apr/pdf/aus-fin-sys.pdf
The Australian Financial System
20 Apr 2016
FSR
– April 2016
The proportion of Australian banks' OTC interest rate derivatives (IRD) exposures that are centrally cleared continued to increase, ahead of central clearing becoming mandatory in early April (see ‘Developments in the ... Around 90 per cent of
https://www.rba.gov.au/publications/fsr/2016/apr/aus-fin-sys.html
Abbreviations
14 Sep 2017
PSB Annual Report
– 2017
IOSCO. International Organization of Securities Commissions. IRD. Interest Rate Derivatives. ISO.
https://www.rba.gov.au/publications/annual-reports/psb/2017/abbreviations.html