Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

Article OPEN
Jason Ahn; Mihovil Matic; Christian Vallence;
(2012)
  • Subject: OTC derivatives; Australian derivatives markets; derivatives markets reform; BIS semi-annual survey; BIS semiannual survey; derivatives market size; notional principal outstanding

The Reserve Bank of Australia recently commenced surveying participants in Australian over-the-counter (OTC) derivatives markets as part of the Bank for International Settlements’ (BIS) semiannual global OTC derivatives survey. Australia’s contribution to the survey com... View more
  • References (6)

    APRA, ASIC and RBA (Australian Prudential Regulation Authority, Australian Securities and Investments Commission and Reserve Bank of Australia) (2009), 'Survey of the OTC Derivatives Market in Australia', May.

    APRA, ASIC and RBA (2012), 'Report on the Australian OTC Derivatives Market', October. Available at <http:// www.rba.gov.au/payments-system/clearing-settlement/ otc-derivatives/201210-otc-der-mkt-rep-au/>.

    BIS (Bank for International Settlements) (2012), 'OTC Derivatives Market Activity in the First Half of 2012', November. Available at <http://www.bis.org/publ/otc_ hy1211.pdf>.

    Council of Financial Regulators (2012), 'OTC Derivatives Market Reform Considerations: A Report by the Council of Financial Regulators', March. Available at <http://www.

    rba.gov.au/payments-system/clearing-settlement/otcderivatives/201203-otc-der-mkt-ref-con/>.

    Fabbro D (2011), 'The Australian Credit Default Swap Market', RBA Bulletin, December, pp 57-66.

  • Metrics
Share - Bookmark