ADI |
authorised deposit-taking institution |
AIM |
additional initial margin |
AMO |
Approved Market Operator |
APRA |
Australian Prudential Regulation Authority |
ASIC |
Australian Securities and Investments Commission |
ASXCC |
ASX Clearing Corporation |
BAU |
business-as-usual |
BoE |
Bank of England |
CBPL |
capital-based position limit |
CCMS |
centralised collateral management service |
CCP |
central counterparty |
CEO |
Chief Executive Officer |
CFR |
Council of Financial Regulators |
CHESS |
Clearing House Electronic Sub-register System |
CPMI |
Committee on Payments and Market Infrastructures |
CRO |
Chief Risk Officer |
CRQD |
Clearing Risk Quantification and Development |
CS |
clearing and settlement |
DA |
Digital Asset |
DCS |
Derivatives Clearing System |
DLT |
distributed-ledger technology |
DMC |
Default Management Committee |
DMG |
Default Management Group |
DMRF |
Default Management and Recovery Framework |
DvP |
delivery-versus-payment |
ERICA |
Enterprise Risk, Internal Audit & Compliance Application |
ERM |
enterprise risk management |
ESMA |
European Securities and Markets Authority |
ETO |
exchange-traded option |
FMI |
financial market infrastructure |
FSS |
Financial Stability Standard(s) |
ICC |
inter-commodity spread concession |
IOSCO |
International Organization of Securities Commissions |
IRD |
interest rate derivatives |
KRI |
key risk indicators |
MoU |
memorandum of understanding |
MPOR |
margin period of risk |
NTA |
net tangible assets |
NZD |
New Zealand dollar |
OTA |
offsetting transaction arrangement |
OTC |
over-the-counter |
PFMI |
Principles for Financial Market Infrastructures |
PIRG |
Participant Incident Response Group |
PSNA |
Payment Systems and Netting Act 1998 |
RBNZ |
Reserve Bank of New Zealand |
RCC |
Risk Consultative Committee |
RQWG |
Risk Quantification Working Group |
RTGS |
real-time gross settlement |
SPAN |
Standard Portfolio Analysis of Risk |
SSF |
securities settlement facility |
STEL |
stress test exposure limit |
SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
TAS |
Trade Acceptance Service |
TOSC |
Technology, Operations and Security Committee |