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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
There have been a number of attempts to estimate the magnitude of this increase in demand (Heller and Vause 2012; ISDA, IIF and AFME 2012; Levels and. ... One mechanism for uncovered loss allocation that has been widely debated, and in some cases adopted,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

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

Innovation and Integration in Financial Markets and the Implications for Financial Stability

20 Nov 2007 Conferences PDF 333KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/hamilton-jenkinson-penalver.pdf

OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

RESERVE BANK OF AUSTRALIA FOREIGN EXCHANGE SETTLEMENTPRACTICES IN AUSTRALIA ...

18 Dec 1997 Media Release PDF 268KB
RESERVE BANK OF AUSTRALIA. FOREIGN EXCHANGE SETTLEMENTPRACTICES IN AUSTRALIA. December 1997. ii. The research for this report was undertaken by Bernie Egan, Jeff Grow, Nathan Hale and Karen Cole from theBank’s Financial System Department. The
https://www.rba.gov.au/media-releases/1997/pdf/fxsp.pdf

Preparation for LIBOR transition ‘Dear CEO’ letter feedback

8 Apr 2020 Media Release PDF 228KB
Media Release 2020-12
https://www.rba.gov.au/media-releases/2020/pdf/2020-12-public-feedback-preparation-for-libor-transition.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

The Structure and Resilience of the Financial System: Proceedings of a Conference

22 Nov 2007 Conferences PDF 1636KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/conf-vol-2007.pdf