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
The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
PDF
153KB
Reserve Bank of Australia Bulletin March 2010
https://www.rba.gov.au/publications/bulletin/2010/mar/pdf/bu-0310-8.pdf
The Foreign Exchange Market and Central Counterparties
10 Mar 2010
Bulletin
– March 2010
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
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
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
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
Fallbacks for BBSW Securities
16 Jun 2022
Bulletin
– June 2022
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
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
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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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
Fallbacks for BBSW Securities
26 Sep 2022
Bulletin
- June 2022
PDF
578KB
https://www.rba.gov.au/publications/bulletin/2022/jun/pdf/fallbacks-for-bbsw-securities.pdf