ASIC |
Australian Securities and Investments Commission |
CBOT |
Chicago Board of Trade |
CCP |
Central counterparty |
CCP Standards |
Financial Stability Standards for Central Counterparties |
CDS |
Credit default swap |
CFR |
Council of Financial Regulators |
CFTC |
Commodity Futures Trading Commission |
CME |
Chicago Mercantile Exchange Inc. |
CPMI |
Committee on Payments and Market Infrastructures |
CS |
Clearing and settlement |
DFSA |
Dubai Financial Services Authority |
DME |
Dubai Mercantile Exchange Limited |
EMIR |
European Regulation on OTC derivatives, central counterparties and trade repositories |
ESMA |
European Securities and Markets Authority |
FDIC |
Federal Deposit Insurance Corporation |
FSB |
Financial Stability Board |
FX |
Foreign exchange |
HVaR |
Historical Value at Risk |
IOSCO |
International Organization of Securities Commissions |
IRD |
Interest rate derivatives |
IRS |
Interest rate swap |
LRMF |
Liquidity Risk Management Framework |
MoU |
Memorandum of Understanding |
OIS |
Overnight index swaps |
OTC |
Over-the-counter |
PFMI |
Principles for Financial Market Infrastructures |
SIDCO |
Systemically Important Derivatives Clearing Organization |
SPAN |
Standard Portfolio Analysis of Risk |