Search: OTC
RBA Glossary definition for OTC
OTC – over-the-counter
Search Results
All Speeches
4 Mar 2024
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/list.html
Assessment of ASX Clearing and Settlement Facilities - October 2023
5 Feb 2024
PDF
701KB
This led to margin coverage rates for over-the-counter (OTC) interest rate derivatives that were slightly below regulatory standards for the period to end-June 2022, and extending into July ... during the close-out period for OTC interest rate
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/pdf/report-2022-2023.pdf
Developments | Assessment of ASX Clearing and Settlement Facilities
1 Nov 2023
This led to margin coverage rates for over-the-counter (OTC) interest rate derivatives that were slightly below regulatory standards for the period to end-June 2022, and extending into July ... The regulatory standards require initial margin to be
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/developments.html
Special Topic – Credit Risk | Assessment of ASX Clearing and Settlement Facilities
1 Nov 2023
However, OTC products on ASX Clear (Futures) as well as all products on ASX Clear are yet to have intraday monitoring of stress testing results. ... ASX Clear (Futures) has implemented intraday stress testing for all products except OTC products.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2022-2023/special-topic-credit-risk.html
Payments System Board Annual Report 2023
11 Oct 2023
PSB Annual Report
- 2023
PDF
2459KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/psb-annual-report-2023.pdf
Developments in the Clearing and Settlement Industry
8 Oct 2023
PSB Annual Report
- 2023
PDF
756KB
https://www.rba.gov.au/publications/annual-reports/psb/2023/pdf/developments-in-the-clearing-and-settlement-industry.pdf
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
Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX Clearing and…
17 Aug 2023
start of the day (or 20 per cent for cross-margined OTC derivatives/futures positions). ... Eight participants clear OTC transactions and 15 clear exchange-traded derivatives. ASX Settlement.
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
Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
This increase in resources was also in anticipation of higher exposures from the launch of its OTC derivatives clearing service. ... In addition, ASX considers various forms of basis risk in its exchange-traded and OTC products (which may be
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html