| ADI |
authorised deposit-taking institution |
| AFR |
available financial resources |
| AIM |
additional initial margin |
| ALMO |
Approved Listing Market Operator |
| ALR |
additional liquidity requirement |
| AMO |
Approved Market Operator |
| AONIA |
Australian overnight index average |
| APRA |
Australian Prudential Regulation Authority |
| ASIC |
Australian Securities and Investments Commission |
| ASXCC |
ASX Clearing Corporation |
| AusPayNet |
Australian Payments Network Limited |
| BAU |
Business-as-usual |
| BBSW |
bank bill swap rate |
| BCL |
Banque Centrale du Luxembourg |
| BKBM |
NZ bank bill benchmark |
| BoE |
Bank of England |
| CBA |
Commonwealth Bank of Australia |
| CBPL |
capital-based position limit |
| CCMS |
centralised collateral management service |
| CCP |
central counterparty |
| CDI |
CHESS Depository Interest |
| CEO |
Chief Executive Officer |
| CFO |
Chief Financial Officer |
| CFR |
Council of Financial Regulators |
| CFTC |
US Commodity Futures Trading Commission |
| CHESS |
Clearing House Electronic Sub-register System |
| CIO |
Chief Information Officer |
| CLR |
core liquidity requirement |
| CMaX |
Collateral Management Exchange |
| CME |
Chicago Mercantile Exchange |
| DvP |
delivery-versus-payment |
| ERICA |
Enterprise Risk, Internal Audit & Compliance Application |
| ERM |
enterprise risk management |
| ESA |
Exchange Settlement Account |
| ESAS |
Exchange Settlement Account System |
| ESMA |
European Securities and Markets Authority |
| ETO |
exchange-traded option |
| FHSVaR |
filtered historical simulation of value at risk |
| FMI |
financial market infrastructure |
| FSAP |
Financial Sector Assessment Program |
| FSS |
Financial Stability Standard(s) |
| HLE |
High-level Expectation |
| HSVaR |
Historical Simulation of Value at Risk |
| ICC |
inter-commodity spread concession |
| ICR |
Internal Credit Rating |
| IOSCO |
International Organization of Securities Commissions |
| IRD |
interest rate derivatives |
| KRI |
key risk indicators |
| KYC |
know-your-customer |
| MoU |
memorandum of understanding |
| MPOR |
margin period of risk |
| NSX |
National Stock Exchange of Australia |
| NTA |
net tangible assets |
| NZFMA |
New Zealand Financial Markets Authority |
| NZONIA |
New Zealand Overnight Index Average |
| OLR |
ordinary liquidity requirement |
| OTA |
offsetting transaction arrangement |
| OTC |
over-the-counter |
| PFMI |
Principles for Financial Market Infrastructures |
| PGG |
Portfolio Governance Group |
| CMM |
cash market margining |
| COO |
Chief Operating Officer |
| CPMI |
Committee on Payments and Market Infrastructures |
| CPSS |
Committee on Payment and Settlement Systems |
| CRA |
Counterparty Risk Assessment |
| CRO |
Chief Risk Officer |
| CRPM |
Clearing Risk Policy and Management |
| CRQD |
Clearing Risk Quantification and Development |
| CS |
clearing and settlement |
| CSDR |
Central Securities Depositories Regulation |
| CSSF |
Commission de Surveillance du Secteur Financier |
| DA |
Digital Asset |
| DBOR |
Daily Beneficial Ownership Report |
| DCO |
Derivatives Clearing Organization |
| DCS |
Derivatives Clearing System |
| DLR |
default liquidity requirement |
| DLT |
distributed-ledger technology |
| DMC |
Default Management Committee |
| DMG |
Default Management Group |
| DMRF |
Default Management and Recovery Framework |
| DPS |
Derivatives Pricing System |
| DvD |
delivery-versus-delivery |
| PID |
participant identifier |
| PIRG |
Participant Incident Response Group |
| PSNA |
Payment Systems and Netting Act 1998 |
| PSR |
price scanning range |
| PvP |
payment versus payment |
| RAS |
Risk Appetite Statement |
| RBNZ |
Reserve Bank of New Zealand |
| RCC |
Risk Consultative Committee |
| RITS |
Reserve Bank Information and Transfer System |
| RQWG |
Risk Quantification Working Group |
| RTGS |
real-time gross settlement |
| SOF |
SWIFT Oversight Forum |
| SPAN |
Standard Portfolio Analysis of Risk |
| SPOR |
stressed period of risk |
| SSF |
securities settlement facility |
| SSX |
Sydney Stock Exchange |
| STEL |
stress test exposure limit |
| SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| TAS |
Trade Acceptance Service |
| TOSC |
Technology, Operations and Security Committee |
| VSR |
volatility scanning range |
| VWAP |
volume weighted average price |
