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RBA Glossary definition for margin payment
margin payment – A payment made to meet a margin call, to cover an adverse movement in the price of physical assets, such as equities or units in managed funds, or derivatives, such as futures, options or swap contracts.
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Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities
23 Nov 2023
Consultations
PDF
511KB
effect same-day and, where appropriate, intraday and multiday settlement of payment obligations. ... participant and its affiliates that would generate the largest aggregate payment obligation in.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf
Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Typically, these take the form of variation and initial margin, although there can also be a range of additional margins to cover specific risks. – ... coordinating default management. encouraging operational improvements and efficiencies (e.g.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
To manage the risk that an obligation to make a payment cannot be met in a timely fashion (say, where a participant has failed to pay a margin call), CCPs generally ... Given a choice, myopic clearing participants may prefer a CCP with lower margin
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html
The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
This adjustment can be settled using securities or, if necessary, a cash transfer via the SIC payment system. ... Default fund/waterfall. CCP capital, participant contributions and insurance. Held to protect against losses exceeding the defaulted
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
Typically, these take the form of variation and initial margin, although there can also be a range of additional margins to cover specific risks. ... settlement cycles, payment flows, margin and valuation calculations). • facilitating anonymous trading
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Given this, regulators are considering whether non-cleared derivatives will also be subject to minimum margin requirements, both to ensure that all derivative positions are adequately supported by financial resources, and ... In part reflecting the
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
exchange of variation margin had become standard market practice in the Australian repo market. ... One way to facilitate this is for the Bank to extend liquidity for payments settlement purposes, allowing participants effectively to manage intraday
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
Policy Options | A Variation to the Surcharging Standards: A Consultation Document December 2011 | Consultations
10 Dec 2011
Consultations
that have been provided to cardholders and the resulting improvements to the overall efficiency in the payments system. ... This approach does not, for instance, prevent surcharging in circumstances where there are only limited payment alternatives
https://www.rba.gov.au/publications/consultations/201112-variation-surcharging-standards/policy-options.html
The RBA's Response to Consultation on its Proposed RMBS Reporting Templates | Consultations
10 Oct 2012
Consultations
The RBA's Response to Consultation on its Proposed RMBS Reporting Templates
https://www.rba.gov.au/publications/consultations/201210-response-re-new-rmbs-reporting-templates/