Assessment of ASX Clearing and Settlement Facilities Appendix C2. Financial Stability Standards for Securities Settlement Facilities
The SSF Standards are made up of 19 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 SSF Standards, the Reserve Bank takes into account associated guidance.[1]
There are two SSFs in the ASX Group – ASX Settlement and Austraclear – both of which are wholly-owned subsidiaries of ASX Limited (see ‘ASX Group Structure’ in Appendix B.1). ASX Settlement is an SSF that provides settlement services for the ASX market and, through ASX's TAS, access to settlement arrangements for AMOs such as Chi-X. Under the Settlement Facilitation Service, ASX Settlement also provides DvP settlement arrangements for transactions in non-ASX-listed securities undertaken on trading platforms operated by ALMOs; these include NSX, IR Plus and SSX. ASX Settlement also provides for subscriptions and redemptions in unlisted managed funds through the mFund Settlement Service. Austraclear is an SSF that provides settlement and depository services for debt securities, and settlement services for derivatives traded on the ASX 24 market and for margin payments in ASX Clear and ASX Clear (Futures).
The following provides details of how ASX Settlement and Austraclear observe each of the SSF Standards (including sub-standards). It also sets out the Bank's assessment of how well ASX Settlement and Austraclear complied with each of the SSF Standards as at 30 June.[2]
- 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: Liquidity risk
- Standard 7: Settlement finality
- Standard 8: Money settlements
- Standard 9: Central securities depositories
- Standard 10: Exchange-of-value settlement systems
- Standard 11: Participant default rules and procedures
- Standard 12: General business risk
- Standard 13: Custody and investment risks
- Standard 14: Operational risk
- Standard 15: Access and participation requirements
- Standard 16: Tiered participation arrangements
- Standard 17: FMI links
- Standard 18: Disclosure of rules, key policies and procedures, and market data
- Standard 19: Regulatory reporting
Footnotes
The standards and guidance are available at <https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/standards/securities-settlement-facilities/2012/>. [1]
For an explanation of the Bank's Assessment approach and the ratings scale used, see the introduction to Appendix C. [2]