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RBA Glossary definition for IRS
IRS – Interest rate swaps
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Transcript of Question & Answer Session on 12 March 2024
12 Mar 2024
Speech
Transcript of Question & Answer Session , AFR Business Summit, Sydney
https://www.rba.gov.au/speeches/2024/sp-ag-2024-03-12-q-and-a-transcript.html
Transcript of Question & Answer Session on 21 November 2023
21 Nov 2023
Speech
Transcript of Question & Answer Session , ASIC Annual Forum, Melbourne
https://www.rba.gov.au/speeches/2023/sp-gov-2023-11-21-q-and-a-transcript.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 | 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
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
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