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RBA Glossary definition for IRS

IRS – Interest rate swaps

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Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX Clearing and…

17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities 3. Assessment of Clearing and Settlement Facilities against the Financial Stability Standards. 3.1 Introduction to the ASX Clearing and Settlement Facilities. The ASX Group operates four
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html

Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
International Organization of Securities Commissions. IRD. interest rate derivatives. IRS. interest rate swaps.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/abbreviations.html

A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html

Appendix B: CME Regulatory Environment and Risk Management | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
Variation margin is called twice a day for Base products and once a day for OTC IRS. ... The scheduled calculation period is one month for both the Base and OTC IRS guaranty funds.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/appendix-b.html

Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
CME clears six types of OTC IRD: IRS, zero-coupon swaps, basis swaps, forward rate agreements, overnight index swaps (OIS) and swaptions. ... Graph 2 and Graph 3 depict, respectively, notional value registered and notional value outstanding in CME's OTC
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/appendix-a.html

Abbreviations | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
IOSCO. International Organization of Securities Commissions. IRD. Interest rate derivatives. IRS.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/abbreviations.html

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

9 Jun 2023
During the assessment period, CME continued to work on the implementation of recovery and wind-down plans for its Base and OTC IRS clearing services. ... period, CME was working on conforming rule changes for the OTC IRS service and has indicated to the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/developments-relating-to-the-banks-assessment.html

Executive Summary | Assessment of Chicago Mercantile Exchange Inc

9 Jun 2023
The associated rule changes for its over-the-counter (OTC) Interest Rate Swap (IRS) clearing service are expected to be implemented during the next assessment period.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2018/executive-summary.html

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

8 Jun 2023 RDP PDF 1310KB
Finally,. the coefficient 8 on the triple interaction term t t ir low large  indicates the differential impact of.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf

The Australian Labour Market and the Digital Economy

2 Jun 2023 PDF 821KB
ABS and RBA Joint Conference 2022
https://www.rba.gov.au/publications/other-confs/abs-and-rba-joint-conferences/2022/pdf/abs-rba-conference-2022-borland-coelli.pdf