Search: AONIA

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RBA Glossary definition for AONIA

AONIA – AUD Overnight Index Average. AONIA is an acronym for the Cash Rate used in financial markets.

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Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020

9 Mar 2023
By contrast, trading activity in products referencing established RFRs, such as the Australian Overnight Index Average (AONIA) and the Sterling Overnight Index Average (SONIA), are large and regularly exceed 50 per
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html

Standard 4: Credit risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
For participants that clear OTC derivatives, ASX Clear (Futures) applies the same multi-asset scenarios, with extensions to capture movements in BBSW and AONIA for overnight indexed swaps. ... The BBSW and AONIA curves are split into segments based on
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-04.html

A1.2 ASX Clear (Futures) | 2014/15 Assessment of ASX Clearing and Settlement Facilities

17 Aug 2023
2014/15 Assessment of ASX Clearing and Settlement Facilities
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2014-2015/appendix-a1-2-asx-clear-futures.html

Standard 7: Liquidity risk | A1.2 ASX Clear (Futures) | 2015/16 Assessment of ASX Clearing and Settlement Facilities

18 May 2023
In addition, scenarios also cover movements in the AONIA and BBSW rates that are used as the reference rates for OTC IRS. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the AONIA and BBSW curves at
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2015-2016/asx-clear-futures/standard-07.html

A1.2 ASX Clear (Futures) | Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market…

9 Mar 2023
Assessment of ASX Clearing and Settlement (CS) Facilities against the Principles for Financial Market Infrastructures (Principles) A1.2 ASX Clear (Futures). ASX Clear (Futures) is a wholly owned subsidiary of ASX Clearing Corporation Limited (ASXCC),
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/principles/assessment-against-principles/asx/2014/appendix-a1-2.html

Standard 7: Liquidity risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and…

9 Mar 2023
In addition, scenarios also cover movements in the AONIA, BBSW, NZONIA and BKBM rates that are used as the reference rates for AUD and NZD OTC IRD. ... Additional scenarios account for various forms of basis risk between futures and OTC prices, and the
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-07.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
and NZD swap rates (BBSW, AONIA, BKBM and NZONIA). ... The BBSW, BKBM, AONIA and NZONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2017-2018/asx-central-counterparties/standard-04.html

Assessment of LCH Limited’s SwapClear Service

29 Nov 2020 PDF 1663KB
Average (AONIA) and the Sterling Overnight Index Average (SONIA), are large and regularly exceed 50 per cent of the total notional value of trades registered in their respective currencies.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf

Standard 4: Credit Risk | Appendix B1.2 ASX Clear (Futures) | 2012/13 Assessment of ASX Clearing and Settlement Facilities

9 Mar 2023
overnight index average (AONIA) for overnight indexed swaps. ... The BBSW and AONIA curves are split into segments based on differences in participation and activity in the underlying market.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2012-2013/asx-clear-futures/standard-04.html

Standard 4: Credit risk | Appendix C1. Financial Stability Standards for Central Counterparties | Assessment of ASX Clearing and Settlement …

9 Mar 2023
For participants that clear OTC derivatives, ASX Clear (Futures) applies 56 multi-asset, single contract and interest rate scenarios, with extensions to capture movements in BBSW and AONIA for overnight indexed ... The BBSW and AONIA curves are split
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/2016-2017/asx-central-counterparties/standard-04.html