Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2021 Assessment of the Reserve Bank Information and…
8 Sep 2023
2021 Assessment of the Reserve Bank Information and Transfer System Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System. Download the complete Document 1.4. MB. This appendix sets out the detailed assessment of how
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2021/appendix-b.html
Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System | 2022 Assessment of the Reserve Bank Information and…
8 Sep 2023
2022 Assessment of the Reserve Bank Information and Transfer System Appendix B: Detailed Assessment of the Reserve Bank Information and Transfer System. Download the complete Document 888. KB. This appendix sets out the detailed assessment of how
https://www.rba.gov.au/payments-and-infrastructure/rits/self-assessments/2022/appendix-b.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
Abbreviations | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
DMSG. Default Management Steering Group. DPS. Derivatives Pricing System. DvD. delivery-versus-delivery. ... 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
2014/15 Assessment of ASX Clearing and Settlement Facilities-Special Topic – Recovery Planning
17 Aug 2023
Any residual shortfall in ASX Clear related to derivatives transactions could be addressed via complete termination. ... of complete termination as a last resort to address a residual liquidity shortfall on derivatives positions in ASX Clear.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-recovery-planning.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. ... ASX Clear's stress tests also include scenarios individually covering the 25 largest stocks by open derivatives positions.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html
The Default of BBY Limited | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
BBY accordingly committed to a wind-down plan which involved a combination of closure and transfer of derivatives client positions. ... Ultimately, over half of the outstanding derivatives exposures were able to be ported.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/the-default-of-bby-limited.html
Summary and Review of Regulatory Priorities | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
CCP Standard 7, SSF Standard 6. ASX Clear, ASX Settlement. ASX Clear has developed analytical tools to supplement its liquidity stress testing, enabling a clearer separation of equities- and derivatives-related ... CCP Standard 12. ASX Clear (Futures).
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/summary-and-review-of-regulatory-priorities.html
Appendix A: Detailed Assessment of Clearing and Settlement Facilities against the Financial Stability Standards | 2014/15 Assessment of ASX …
17 Aug 2023
The ASX market provides a trading platform for ASX listed securities and equity derivatives, while ASX 24 is an exchange for futures products. ... The Bank's letter to ASX is available at
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a-detailed-assessment-of-clearing-and-settlement-facilities-against-the-financial-stability-standards.html
A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html