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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Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2012/13 Assessment of ASX Clearing and…
9 Mar 2023
3.2.1 Cash equities. The average volatility in equity prices, as measured by the average of absolute daily percentage changes in the S&P ASX All Ordinaries Index, was lower ... This naturally includes ASX's margining models and both the capital and
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/assessment-csf-fss.html
Standard 6: Margin | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
For example, for equities in the S&P/ASX 200 ASX may use price movements in the SPI futures contract, or other indices or information from brokers, as a proxy. ... or the ASX/S&P 200 index price changes by 1 per cent or more intraday.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-06.html
Standard 19: FMI Links | Assessment of Chicago Mercantile Exchange Inc. against the Financial Stability Standards for Central Counterparties
9 Mar 2023
affect the operation of the link, or CME's rights under the MOS agreement. ... Contracts that can be executed using the MOS are: eurodollars, Euroyen, US dollar-denominated and Japanese yen-denominated Nikkei 225 futures and S&P CNX Nifty futures.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/chicago-mercantile-exchange/2014/standard-19.html
Standard 6: Margin | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
For example, for equities in the S&P/ASX 200 ASX may use price movements in the SPI futures contract – or other indices or information from brokers – as a proxy. ... or the ASX/S&P 200 index price changes by 1 per cent or more intraday.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-06.html
Standard 6: Margin | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement…
9 Mar 2023
For example, for equities in the S&P/ASX 200, ASX may use price movements in the SPI futures contract, or other indices or information from brokers, as a proxy. ... or the ASX/S&P 200 index price changes by 1 per cent or more intraday.
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-06.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
The Reserve Bank of Australia's Financial Stability Standards | 2009/10 Assessment
9 Mar 2023
At the core of ASX Clear's risk controls is its financial resources. ... The list of acceptable collateral is reviewed annually, with one new security (SPDR S&P/ASX 200 Fund) added during the assessment period.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2009-2010/appendix-b.html
2011/12 Assessment of Clearing and Settlement Facilities in Australia
9 Mar 2023
2011/12 compliance report for clearing and settlement facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2011-2012/appendix-a.html
A1. Details Supporting Assessment of Central Counterparties | Assessment of ASX Clearing and Settlement (CS) Facilities against the…
9 Mar 2023
There is a clear process for changing ASX Clear's Operating Rules and Procedures. ... ASX's stated tolerance for financial, operational, legal and regulatory risks is ‘very low’.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/principles/assessment-against-principles/asx/2014/appendix-a1-1.html
Abbreviations | 2015/16 Assessment of ASX Clearing and Settlement Facilities
8 Mar 2023
OTC. over-the-counter. PBC. People's Bank of China. PFMI. Principles for Financial Market Infrastructures. ... Risk Quantification Group. RTGS. real-time gross settlement. S&P. Standard & Poor.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/abbreviations.html