Search: IRS
RBA Glossary definition for IRS
IRS – Interest rate swaps
Search Results
Trends in Payments, Clearing and Settlement Systems
14 Sep 2017
PSB Annual Report
– 2017
ASX Settlement also provides SSF services for non-ASX listed securities quoted on the IR Plus Securities Exchange Limited, the National Stock Exchange of Australia, and the Sydney Stock Exchange Limited.
https://www.rba.gov.au/publications/annual-reports/psb/2017/trends-in-payments-clearing-and-settlement-systems.html
Supervision of Clearing and Settlement Facilities
24 Oct 2016
PSB Annual Report
– 2016
These changes also took effect on 7 March. SwapClear clears seven types of IRD products with three accounting for 90 per cent of the notional value outstanding: interest rate swaps (IRS, ... CME clears five types of OTC IRD products: IRS, zero-coupon
https://www.rba.gov.au/publications/annual-reports/psb/2016/supervision-of-clearing-and-settlement-facilities.html
Oversight, Supervision and Regulation of Financial Market Infrastructures
15 Oct 2020
PSB Annual Report
– 2020
Similarly, LCH Ltd's SwapClear service, CME's interest rate swap (IRS) service and most of the ASX CS facilities operated as normal through the period while many staff worked from ... Since then, changes to the end-of-waterfall rules for the CME OTC IRS
https://www.rba.gov.au/publications/annual-reports/psb/2020/oversight-supervision-and-regulation-of-financial-market-infrastructures.html
Trends in Payments, Clearing and Settlement Systems
15 Oct 2020
PSB Annual Report
– 2020
Payments System Board Annual Report – 2020 Trends in Payments, Clearing and Settlement Systems. The Payments System Board monitors trends in retail payments, and activity and risk exposures across financial market infrastructures (high-value
https://www.rba.gov.au/publications/annual-reports/psb/2020/trends-in-payments-clearing-and-settlement-systems.html
Oversight, Supervision and Regulation of Financial Market Infrastructures
20 Sep 2018
PSB Annual Report
– 2018
The products initially eligible for clearing included bank bill benchmark (BKBM) interest rate swaps (IRS) and overnight index swaps (OIS), both to a maximum maturity of two years. ... The maximum maturity of BKBM IRS was extended to 15 years in February.
https://www.rba.gov.au/publications/annual-reports/psb/2018/oversight-supervision-and-regulation-of-financial-market-infrastructures.html