| ADI |
Authorised deposit-taking institution |
ETO |
Exchange-traded option |
| AIM |
Additional Initial Margin |
EWMA |
Exponentially-weighted moving average |
| AMO |
Approved market operator |
FEX |
Financial and Energy Exchange |
| APRA |
Australian Prudential Regulation Authority |
FMI |
Financial market infrastructure |
| ASIC |
Australian Securities and Investments Commission |
FSS |
Financial Stability Standard |
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HSVaR |
Historic simulation of value-at-risk |
| CAC |
Contributions and Additional Cover |
ICR |
Internal credit rating |
| CBPL |
Capital-based position limit |
IOSCO |
International Organization of Securities Commissions |
| CCP |
Central counterparty |
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| CGS |
Commonwealth Government Securities |
IT |
Information technology |
| CEO |
Chief Executive Officer |
LEPO |
Low exercise price option |
| CHESS |
Clearing House Electronic Sub-register System |
NTA |
Net tangible asset |
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OTC |
Over-the-counter |
| CME |
Chicago Mercantile Exchange |
PSR |
Price scanning range |
| CMM |
Cash Market margining |
RITS |
Reserve Bank Information and Transfer Systems |
| CPSS |
Committee on Payment and Settlement Systems |
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RTGS |
Real-time gross settlement |
| CRM |
Clearing Risk Management |
SPAN |
Standard Portfolio Analysis of Risk |
| CRO |
Chief Risk Officer |
SSF |
Securities settlement facility |
| CS |
Clearing and settlement |
STEL |
Stress-test exposure limit |
| DCS |
Derivatives Clearing System |
SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| DLR |
Default liquidity requirement |
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| DMC |
Default Management Committee |
TAS |
Trade Acceptance Service |
| DMF |
Default management framework |
TIMS |
Theoretical Intermarket Margin System |
| DvP |
Delivery-versus-payment |
VSR |
Volatility scanning range |
| ESA |
Exchange Settlement Account |
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