Search: ISDA
RBA Glossary definition for ISDA
ISDA – International Swaps and Derivatives Association
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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
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 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
The Transition Away from LIBOR
8 Apr 2021
FSR
PDF
317KB
https://www.rba.gov.au/publications/fsr/2021/apr/pdf/box-a-the-transition-away-from-libor.pdf
Box B: The Greek Private Sector Debt Swap
3 May 2012
SMP
- May 2012
PDF
454KB
https://www.rba.gov.au/publications/smp/2012/may/pdf/box-b.pdf
Regulatory Developments
10 Feb 2020
FSR
October 2018
PDF
723KB
https://www.rba.gov.au/publications/fsr/2018/oct/pdf/04-regulatory-developments.pdf
4. Regulatory Developments Since March, the economic and financial ...
4 Nov 2020
FSR
PDF
247KB
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/pdf/04-regulatory-developments.pdf
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
Regulatory Developments
20 Oct 2018
FSR
– October 2018
In July, ISDA launched a consultation on technical issues related to new benchmark fallbacks for derivatives contracts in several major non-USD currencies, as well as the BBSW in Australia. ... And, in September, ISDA released its ‘benchmarks
https://www.rba.gov.au/publications/fsr/2018/oct/regulatory-developments.html
Developments in the Financial System Architecture
13 Oct 2016
FSR
October 2016
PDF
158KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/dev-fin-sys-arch.pdf