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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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The Foreign Exchange Market and Central Counterparties

10 Mar 2010 Bulletin – March 2010
Mark Manning, Alex Heath and James Whitelaw
ISDA Credit Support Annexes) to effectively post margin against mark-to-market losses on bilaterally netted exposures. ... Confirmation processing. Contract becomes legally binding, generally according to standard documentation such as that provided by
https://www.rba.gov.au/publications/bulletin/2010/mar/8.html

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
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

The Australian Credit Default Swap Market

10 Dec 2011 Bulletin – December 2011
Daniel Fabbro
The International Swaps and Derivatives Association (ISDA) publishes a list of debt obligations that are eligible to be delivered in the auction. ... Available at <http://www.afma.com.au/afmawr/_assets/main/lib90013/2011%20afmr.pdf>. ISDA (International
https://www.rba.gov.au/publications/bulletin/2011/dec/6.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

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
The bank bill swap rate (BBSW) is an important short-term benchmark interest rate for Australian financial markets across various maturities.
https://www.rba.gov.au/publications/bulletin/2022/jun/fallbacks-for-bbsw-securities.html

Results

1 Dec 1994 RDP 9409
Marianne Gizycki and Brian Gray
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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Box B: The Greek Private Sector Debt Swap

10 May 2012 SMP – May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html

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

Recovery and Resolution of Central Counterparties

19 Dec 2013 Bulletin – December 2013
Matt Gibson
The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps to ensure that critical CCP services can continue in circumstances of financial distress. These steps include ensuring that CCPs
https://www.rba.gov.au/publications/bulletin/2013/dec/5.html