ACCC |
Australian Competition and Consumer Commission |
AGS |
Australian Government Securities |
AIM |
Additional initial margin |
AMO |
Approved Market Operator |
APRA |
Australian Prudential Regulation Authority |
ARC |
Audit and Risk Committee |
ASIC |
Australian Securities and Investments Commission |
ASX |
Australian Securities Exchange |
ASXCC |
ASX Clearing Corporation |
ASXSOR |
ASX Settlement Operating Rules |
AUD |
Australian dollar |
BAU |
Business-as-usual |
BCBS |
Basel Committee on Banking Supervision |
BoE |
Bank of England |
CBPL |
Capital-based position limit |
CCP |
Central counterparty |
CEO |
Chief Executive Officer |
CFR |
Council of Financial Regulators |
CHESS |
Clearing House Electronic Sub-register System |
CIO |
Chief Information Officer |
CME |
Chicago Mercantile Exchange |
COO |
Chief Operating Officer |
CPMI |
Committee on Payments and Market Infrastructures |
CRA |
Counterparty Risk Assessment |
CRO |
Chief Risk Officer |
CRP |
Clearing Risk Policy |
CRQO |
Clearing Risk Quantification and Oversight |
CRWG |
Credit Risk Working Group |
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 |
DMRWG |
Default Management and Recovery Working Group |
DvP |
Delivery-versus-payment |
EMIR |
European Market Infrastructure Regulation |
ERICA |
Enterprise Risk, Internal Audit & Compliance Application |
ERMF |
Enterprise Risk Management Framework |
ESMA |
European Securities and Markets Authority |
ETO |
exchange-traded option |
EU |
European Union |
EUR |
Euro |
FINMA |
Financial Market Supervisory Authority |
FMI |
Financial market infrastructure |
FSB |
Financial Stability Board |
FSS |
Financial Stability Standard(s) |
GBP |
British pound sterling |
IBM |
International Business Machines Corporation |
ICC |
Inter-commodity spread concession |
IMF |
International Monetary Fund |
IRD |
Interest rate derivatives |
IOSCO |
International Organization of Securities Commissions |
ITSM |
IT Service Management |
JPY |
Japanese yen |
KRI |
Key risk indicator |
LST |
Liquidity stress testing |
MoU |
Memorandum of understanding |
MPOR |
Margin period of risk |
NBFI |
Non-bank financial intermediaries |
NBO |
Net broker obligation |
NSXA |
National Stock Exchange of Australia |
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 |
PSB |
Payments System Board |
PSNA |
Payment Systems and Netting Act 1998 |
RBNZ |
Reserve Bank of New Zealand |
RITS |
Reserve Bank Information and Transfer System |
RCC |
Risk Consultative Committee |
RQWG |
Risk Quantification Working Group |
SPAN |
Standard Portfolio Analysis of Risk |
SSF |
Securities settlement facility |
STEL |
Stress test exposure limit |
TAS |
Trade Acceptance Service |
TMC |
Tailor Made Combinations |
TOSC |
Technology, Operations and Security Committee |
TRR |
Temporary Recognition Regime |
TRWG |
Technology Risk Working Group |
UK |
United Kingdom |
USD |
United States dollar |