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Special Topic – Stress Testing | 2014/15 Assessment of ASX Clearing and Settlement Facilities
17 Aug 2023
together with exposures on OTC IRD referencing the BBSW and Australian overnight index average (AONIA), covering around 90 per cent of open positions at the CCP. ... These scenarios allow for a breakdown in the established correlations between futures
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/special-topic-stress-testing.html
Material Developments | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
This includes:. Expansion of product scope. In October, ASX introduced two new OTC interest rate derivative (IRD) products, bank bill swap rate (BBSW) vs Australian overnight index average (AONIA) basis swaps
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/material-developments.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
Trading activity in products referencing RFRs has been increasing. LCH Ltd, through its SwapClear service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA and SOFR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ALR. Additional Liquidity Requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/abbreviations.html
Abbreviations | 2012/13 Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
AMO. Approved Market Operator. AONIA. Australian overnight index average. APCA. Australian Payments Clearing Association.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/abbreviations.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ALR. additional liquidity requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/abbreviations.html
Abbreviations | Assessment of ASX Clearing and Settlement Facilities
9 Mar 2023
ALR. additional liquidity requirement. AMO. Approved Market Operator. AONIA. Australian overnight index average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2018-2019/abbreviations.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
AEDT. Australian Eastern Daylight Time. AONIA. Australian Overnight Index Average. ASIC.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Abbreviations | 2015/16 Assessment of ASX Clearing and Settlement Facilities
8 Mar 2023
AMO. Approved Market Operator. AONIA. Australian overnight index average rate. APCA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/abbreviations.html
Australian OTC Derivatives Market Activity | Report on the Australian OTC Derivatives Market – October 2012
9 Mar 2023
Other indices, such as OIS and AONIA–OIS compound rates, are less commonly used as reference rates; the Australian dollar LIBOR is only used in a very small number of transactions
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/otc-deriviatives/reports/201210-otc-der-mkt-rep-au/australian-otc-derivatives-market-activity.html