2012/13 Assessment of ASX Clearing and Settlement Facilities Appendix B1.1: ASX Clear
Financial Stability Standards for Central Counterparties
The Financial Stability Standards for Central Counterparties (CCP Standards) are made up of 21 headline standards, each of which is accompanied by a number of more detailed sub-standards. In assessing whether a facility has met each of the CCP Standards, the Reserve Bank takes into account associated guidance.[1] The following provides details of how ASX Clear Pty Limited (ASX Clear) and ASX Clear (Futures) Pty Limited (ASX Clear (Futures)) observe each of the CCP Standards (including sub-standards). It also sets out the Bank's assessment of how well ASX Clear and ASX Clear (Futures) has complied with each of the CCP Standards during the Assessment period, and provides recommendations for each of the central counterparties (CCPs) to address relevant areas of concern and to encourage steps to further strengthen the CCPs’ observance of standards.[2]
B1.1 ASX Clear
ASX Clear is a wholly owned subsidiary of ASX Clearing Corporation Limited (ASXCC), itself a wholly owned subsidiary of ASX Limited (see ‘ASX Group Structure’ in Appendix B). ASX Clear acts as the CCP for cash equities, pooled investment products, warrants, certain fixed-income products and equity-related derivatives listed on the ASX market. In May 2013, ASX Clear commenced clearing of depository interests in Commonwealth Government securities (CGS). Under the Trade Acceptance Service, it can also act as CCP for trades executed on approved market operator platforms, which it currently does for Chi-X Australia Pty Ltd (Chi-X).
- Standard 1: Legal Basis
- Standard 2: Governance
- Standard 3: Framework for the Comprehensive Management of Risks
- Standard 4: Credit Risk
- Standard 5: Collateral
- Standard 6: Margin
- Standard 7: Liquidity Risk
- Standard 8: Settlement Finality
- Standard 9: Money Settlements
- Standard 10: Physical Deliveries
- Standard 11: Exchange-of-value Settlements
- Standard 12: Participant Default Rules and Procedures
- Standard 13: Segregation and Portability
- Standard 14: General Business Risk
- Standard 15: Custody and Investment Risks
- Standard 16: Operational Risk
- Standard 17: Access and Participation Requirements
- Standard 18: Tiered Participation Arrangements
- Standard 19: FMI Links
- Standard 20: Disclosure of Rules, Key Policies and Procedures, and Market Data
- Standard 21: Regulatory Reporting
Footnotes
The guidance is available at <https://www.rba.gov.au/payments-system/clearing-settlement/standards/central-counterparties/2012/>. [1]
For an explanation of the Bank's Assessment approach and the ratings scale used, see introduction to Appendix B. [2]