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RBA Glossary definition for IRS
IRS – Interest rate swaps
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Oversight of Clearing and Settlement Facilities
2 Oct 2013
PSB Annual Report
– 2013
In the first phase, ASX clears standardised interest rate swaps (IRS) and overnight indexed swaps. ... In a second phase, ASX plans to introduce client clearing, and expand its product scope to Australian dollar-denominated IRS indexed to forward rate
https://www.rba.gov.au/publications/annual-reports/psb/2013/oversight-clearing-set.html
Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
Graph 1. 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 notional value registered and notional value outstanding in CME's OTC IRS
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/appendix-a.html
Appendix A: Activity in CME | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 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/2019/appendix-a.html
Standard 20: Disclosure of Rules, Key Policies and Procedures, and Market Data | Assessment of Chicago Mercantile Exchange Inc. against the …
9 Mar 2023
Rule 8G05 specifies that novation is deemed to occur when an IRS product is submitted to CME that satisfies all relevant rules and procedures. ... Rule 804 and Rule 8F005 (for cleared OTC Derivatives), Rule 8G05 (for cleared IRS) and Rule 8H05 (for
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-20.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
Appendix B: CME Regulatory Environment and Risk Management | Assessment of Chicago Mercantile Exchange Inc.
9 Mar 2023
For OTC IRS, CME may apply a concentration margin in the form of a liquidity charge multiplier. ... 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/2019/appendix-b.html
Appendix B: CME Regulatory Environment and Risk Management | 2017 Assessment of Chicago Mercantile Exchange Inc.
8 Mar 2023
When sizing the OTC IRS guaranty fund, CME considers the sum of the two highest stressed exposures, irrespective of stress scenario. ... During the assessment period, CME performed off-cycle resizings of the OTC IRS guaranty fund on 21 April and 8
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2017/appendix-b.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
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
LCH Ltd also increased the maximum tenor of AUD OIS and basis swaps and ZAR interest rate swaps (IRS) to 31 years. ... In September 2020, LCH Ltd increased the maximum tenors of KRW non-deliverable interest rate swaps (NDIRS) and HUF IRS to 21 years.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Appendix A | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
Changes in activity in FRA and IRS were less pronounced but followed a similar pattern. ... OIS, FRA and IRS accounted for 95 per cent of the notional value of trades registered.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/appendix-a.html