Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
IOSCO. International Organization of Securities Commissions. IPS. Information Publication Scheme. ISDA.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.html
References
11 Sep 2015
RDP
2015-02
ISDA (International Swaps and Derivatives Association) (2013), ‘CCP Loss Allocation at the End of the Waterfall’, Risk Management Technical Paper, August. ... ISDA (2014), ‘ISDA Margin Survey 2014’, 10 April. ISDA (2015), ‘CCP Default Management
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
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Box A: The Transition Away from LIBOR
8 Apr 2021
FSR
– April 2021
to the ISDA Fallbacks Protocol by its effective date of 25 January 2021. ... 23 October. Available at <https://www.isda.org/protocol/isda-2020-ibor-fallbacks-protocol/> [11].
https://www.rba.gov.au/publications/fsr/2021/apr/box-a-the-transition-away-from-libor.html
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
As the RFR for the Australian dollar, it forms the basis of the fallback to BBSW (calculated as AONIA plus a spread) under International Swaps and Derivatives Association (ISDA) definitions published ... See RBA (2020),See ISDA (2020), Amendments to the
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
Regulatory Developments
9 Oct 2020
FSR
– October 2020
Accordingly, Australian financial and non-financial firms are expected to adhere to the forthcoming International Swaps and Derivatives Association (ISDA) IBOR Fallback Protocol. ... Accordingly, once the ISDA IBOR Fallback Protocol is published, the
https://www.rba.gov.au/publications/fsr/2020/oct/regulatory-developments.html
Abbreviations
27 Oct 2022
RBA Annual Report
– 2022
IOSCO. International Organization of Securities Commissions. IPS. Information Publication Scheme. ISDA.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html
Results
1 Dec 1994
RDP
9409
The second group of capital charges are those suggested by ISDA and are denoted in Table 9 as ISDAC1, ISDAC2 and ISDAC3. ... 0.4293. Note:. a. ISDAC6 is the conventional ISDA formulation calculated with b set equal to 0.6.
https://www.rba.gov.au/publications/rdp/1994/9409/result.html
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The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
The terms under which collateral is exchanged are defined in two-way credit support annexes to the ISDA Master Agreements that the Bank has executed with each of its counterparties (see ... See RBA (2020), ‘Margin Ratios’. Available at <See ISDA (2020
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html