Search: S&P
RBA Glossary definition for S&P
S&P – Standard and Poor's. An international statistical rating organisation and data provider.
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Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
There were no changes to either CCP's default fund over 2017/18. ... Average volatility in equity prices (as measured by the 65-day moving average of daily absolute percentage changes in the S&P ASX All Ordinaries Index) fell by around 10 basis
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/appendix-b.html
List of graphs | 2007/08 Assessment
9 Mar 2023
Graph 3: S&P/ASX 200 Volatility.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2007-2008/graphs.html
Standard 5: Collateral | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
The list of acceptable collateral is reviewed at least quarterly, including to reflect changes to the S&P/ASX 200 index constituent list. ... ASX Clear. Since S&P/ASX 200 stocks and the SPDR S&P/ASX 200 Fund are highly liquid, price information is
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-05.html
Appendix B: Background Information | Assessment of ASX Clearing and Settlement Facilities – September 2019
9 Mar 2023
There were no changes to either CCP's default fund over 2018/19. ... Average volatility in equity prices (as measured by the 65-day moving average of daily absolute percentage changes in the S&P ASX All Ordinaries Index) increased by around 10 basis
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/appendix-b.html
Standard 5: Collateral | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
The list of acceptable collateral is reviewed at least quarterly, including to reflect changes to the S&P/ASX 200 index constituent list. ... ASX Clear. Since S&P/ASX 200 stocks and eligible exchange-traded funds are highly liquid, price information is
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-05.html
Standard 5: Collateral | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
in the S&P/ASX 200 Index shortly following the next reconstitution of the index. ... ASX Clear. Since S&P/ASX 200 stocks and eligible exchange-traded funds are highly liquid, price information is readily available.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/c1-financial-stability-standards-for-central-counterparties/standard-05.html
ASX Clear (formerly Australian Clearing House) | 2009/10 Assessment
9 Mar 2023
is developing a proposal to margin ASX Clear's cash equities positions; and. ... These discounts are removed if the exponentially weighted moving average (EWMA) of SPI S&P/ASX 200 volatility is 20 per cent higher than historical volatility.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2009-2010/asx-clear.html
Appendix B: Background Information | 2020/21 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2020/21 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2020-2021/appendix-b.html
Appendix B | 2010/11 Assessment
9 Mar 2023
A list of compliance reports for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2010-2011/appendix-b.html
Appendix B: Background Information | 2019/20 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
2019/20 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2019-2020/appendix-b.html