Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
Search Results
Progress on Benchmark Reform
12 Apr 2019
Speech
PDF
191KB
The rapid adoption of SONIA in the bondmarket demonstrates that RFRs can be used in cash products that previously only referenced LIBOR. ... files/markets/benchmarks/term-sonia-reference-rates-consultation-summary-of-responses.pdf?la=en&hash=CFD2AB11A3156
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
SONIA is a measure of the cost of borrowing Britishpounds in the wholesale unsecured overnight market; SONIA is administered by the Bank of England. ... 8]. The Commonwealth Bank issued a FRN referencing SONIA on 3 December 2018 and ANZ issued a covered
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
For the British pound, SONIA has been identified as the alternative risk-free rate,and the Bank of England has recently put in place reforms to ensure that it remains a ... Given this reality, it is very important that users of LIBOR are planning
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
Research Discussion Paper. Identifying Interbank Loans from Payments Data. Anthony Brassil, Helen Hughson and Mark McManus. RDP 2016-11. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf
Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
Household Leverage and the Recession
19 Dec 2019
Research Workshop
PDF
1138KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-jones.pdf