Search: OTC
RBA Glossary definition for OTC
OTC – over-the-counter
Search Results
Summary and Review of Regulatory Priorities | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
Default management review and testing. Continue to monitor the review of default management procedures for OTC derivatives. ... the commingling of pooled resources for OTC and exchange-traded derivatives in ASX Clear (Futures) remains appropriate.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/summary-and-review-of-regulatory-priorities.html
Standard 4: Credit risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
This reflects the currently relatively low level of exposures generated by OTC derivatives transactions. ... stressed market conditions, while OTC derivatives are assumed to be closed out within five days.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-04.html
Introduction and Executive Summary | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
The notional value outstanding of over-the-counter (OTC) interest rate derivatives (IRD) positions cleared by ASX Clear (Futures) increased significantly, to $1 600 billion at the end of June 2016 ... Initial phases of this project, completed in 2015/16,
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/introduction-and-executive-summary.html
Standard 2: Governance | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
framework; outcomes of the OTC default management fire drill; the group-wide technology transformation project; and the development of new participant disclosure tools. ... The DMG most recently met in July 2016 for the annual OTC default management fire
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-02.html
Standard 7: Liquidity risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
and their affiliates (including affiliations between participants involved in OTC and futures clearing) that would create the largest liquidity exposure for the CCP. ... In addition, scenarios also cover movements in the AONIA and BBSW rates that are
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-07.html
Standard 14: General business risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
Through this process, ASX identifies new strategic business initiatives, such as the group-wide technology transformation project and enhancements to the OTC derivatives clearing service.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-14.html
Standard 16: Operational risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities
18 May 2023
Calypso was first used for the clearing of OTC derivatives transactions in September 2013.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-16.html
March | 2023
16 Mar 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/mar/
Developments in Foreign Exchange and Over-the-counter Derivatives Markets
16 Mar 2023
Bulletin
– March 2023
This article discusses the key results from the 2022 Triennial Central Bank Survey of Foreign Exchange and Over-the-counter Derivatives Markets.
https://www.rba.gov.au/publications/bulletin/2023/mar/developments-in-foreign-exchange-and-over-the-counter-derivatives-markets.html
Reassessing the Costs and Benefits of Centrally Clearing the Australian Bond Market
16 Mar 2023
Bulletin
– March 2023
This article considers the costs and benefits of centrally clearing the Australian bond market, in light of developments in the market since the Reserve Bank’s last review in 2015.
https://www.rba.gov.au/publications/bulletin/2023/mar/reassessing-the-costs-and-benefits-of-centrally-clearing-the-australian-bond-market.html