Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
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The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013
19 Aug 2013
Conferences
the yen, the SONIA market for pound sterling and the overnight markets for Canadian and Australian dollars. ... For the SONIA market the relationship in less pronounced but volumes have fallen significantly.
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html
Progress on Benchmark Reform
11 Apr 2019
Speech
Speech delivered by Guy Debelle, Deputy Governor, at ISDA's 34th Annual General Meeting,
https://www.rba.gov.au/speeches/2019/sp-dg-2019-04-11.html
Bonds and Benchmarks
19 Mar 2019
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html
Progress on Benchmark Reform
12 Apr 2019
Speech
PDF
191KB
The rapid adoption of SONIA in the bondmarket demonstrates that RFRs can be used in cash products that previously only referenced LIBOR. ... files/markets/benchmarks/term-sonia-reference-rates-consultation-summary-of-responses.pdf?la=en&hash=CFD2AB11A3156
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-04-11.pdf
3/19/2019 Bonds and Benchmarks | Speeches https://www.rba.gov.au/speeches/2019/sp-ag-2019-03-19.html ...
19 Mar 2019
PDF
493KB
SONIA is a measure of the cost of borrowing Britishpounds in the wholesale unsecured overnight market; SONIA is administered by the Bank of England. ... 8]. The Commonwealth Bank issued a FRN referencing SONIA on 3 December 2018 and ANZ issued a covered
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-03-19.pdf
Interest Rate Benchmark Reform
15 May 2018
Speech
Speech delivered by Guy Debelle, Deputy Governor, at ISDA Forum (Appearance via video link), Hong Kong
https://www.rba.gov.au/speeches/2018/sp-dg-2018-05-15-2.html
The Impact of Unconventional Monetary Policy on the Overnight Interbank Market
19 Dec 2013
Conferences
PDF
1219KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-monnet.pdf
Appendix A: Literature Review
15 Dec 2016
RDP
2016-11
loans with the daily SONIA rate.
https://www.rba.gov.au/publications/rdp/2016/2016-11/appendix-a.html
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Interest Rate Benchmark Reform
15 May 2018
Speech
PDF
191KB
For the British pound, SONIA has been identified as the alternative risk-free rate,and the Bank of England has recently put in place reforms to ensure that it remains a ... Given this reality, it is very important that users of LIBOR are planning
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-05-15-2.pdf
Identifying Interbank Loans from Payments Data
6 Dec 2016
RDP
PDF
3267KB
Research Discussion Paper. Identifying Interbank Loans from Payments Data. Anthony Brassil, Helen Hughson and Mark McManus. RDP 2016-11. Figures in this publication were generated using Mathematica. The contents of this publication shall not be
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-11.pdf