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11–20 of 33 search results for ISDA

RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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Default Risk and Derivatives: An Empirical Analysis of Bilateral Netting

30 Nov 2009 RDP PDF 104KB
Forinstance, the International Swap Dealers' Association (ISDA) has suggested scalingthe existing add-ons by the ratio of net to gross market values. ... The ISDA ratio is also inappropriate whenusing (4), as this would assume that all out-of-the-money
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9409.pdf

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html

Recovery and Resolution of Central Counterparties

18 Dec 2013 Bulletin PDF 227KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-5.pdf

Skin in the Game – Central Counterparty Risk Controls and Incentives

16 Jun 2015 Bulletin June Quarter 2015 PDF 96KB
https://www.rba.gov.au/publications/bulletin/2015/jun/pdf/bu-0615-9.pdf

Bulletin June Quarter 2022

26 Sep 2022 Bulletin - June 2022 PDF 9310KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/bulletin-2022-06.pdf

Skin in the Game – Central Counterparty Risk Controls and Incentives

18 Jun 2015 Bulletin – June 2015
Louise Carter and Megan Garner
The increasing systemic importance of central counterparties (CCPs) has seen recent policy debates focus on the ability of CCPs to withstand a crisis effectively. CCPs maintain prefunded financial resources to cover the potential losses arising from
https://www.rba.gov.au/publications/bulletin/2015/jun/9.html

The Effective Supply of Collateral in Australia

18 Sep 2014 Bulletin – September 2014
Belinda Cheung, Mark Manning and Angus Moore
High-quality assets play an important role as collateral for a wide range of transactions and activities in wholesale financial markets. Regulatory changes since the global financial crisis are increasing the demand for high-quality assets, thereby
https://www.rba.gov.au/publications/bulletin/2014/sep/7.html

CCPs and Banks: Different Risks, Different Regulations

15 Dec 2015 Bulletin December Quarter 2015 PDF 159KB
https://www.rba.gov.au/publications/bulletin/2015/dec/pdf/bu-1215-8.pdf

The Effective Supply of Collateral in Australia

17 Sep 2014 Bulletin September Quarter 2014 PDF 318KB
https://www.rba.gov.au/publications/bulletin/2014/sep/pdf/bu-0914-7.pdf

Bulletin March Quarter 2023

8 Jun 2023 Bulletin - March 2023 PDF 7038KB
https://www.rba.gov.au/publications/bulletin/2023/mar/pdf/bulletin-2023-03.pdf