Search: ISDA

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RBA Glossary definition for ISDA

ISDA – International Swaps and Derivatives Association

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Benchmark Reforms

18 Nov 2020 Speech PDF 161KB
By 25 January 2021, firms should be adhering to the ISDA IBOR fallbacks protocol. ... And there's an associated ISDA protocol to incorporate the fallbacks in existing contracts.
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-11-17.pdf

References

11 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
ISDA (International Swaps and Derivatives Association) (2013), ‘CCP Loss Allocation at the End of the Waterfall’, Risk Management Technical Paper, August. ... ISDA (2014), ‘ISDA Margin Survey 2014’, 10 April. ISDA (2015), ‘CCP Default Management
https://www.rba.gov.au/publications/rdp/2015/2015-02/references.html
See 2 more results from "RDP 2015-02"

Fallbacks for BBSW Securities

16 Jun 2022 Bulletin – June 2022
Duke Cole and Lara Pendle
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

Speeches – 2019

31 Dec 2019
Speeches by senior staff of the Reserve Bank
https://www.rba.gov.au/speeches/2019/

Recovery and Resolution of Central Counterparties

19 Dec 2013 Bulletin – December 2013
Matt Gibson
The increasing importance of central counterparties (CCPs) to financial stability has prompted regulators to take steps to ensure that critical CCP services can continue in circumstances of financial distress. These steps include ensuring that CCPs
https://www.rba.gov.au/publications/bulletin/2013/dec/5.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
The terms under which collateral is exchanged are defined in two-way credit support annexes to the ISDA Master Agreements that the Bank has executed with each of its counterparties (see ... See RBA (2020), ‘Margin Ratios’. Available at <See ISDA (2020
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Sources of Financial Risk for Central Counterparties

15 Sep 2016 Bulletin – September 2016
Jennifer Hancock, David Hughes and Suchita Mathur
Central counterparties (CCPs) play an important role in managing the risks present in financial markets and in increasing the overall stability of the financial system. This requires CCPs to be sufficiently financially resilient so that they can
https://www.rba.gov.au/publications/bulletin/2016/sep/9.html

Abbreviations

27 Oct 2022 RBA Annual Report – 2022
IOSCO. International Organization of Securities Commissions. IPS. Information Publication Scheme. ISDA.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html

The Transition to Central Clearing of OTC Derivatives in Australia

22 Oct 2015 Speech
Malcolm Edey
Speech by Malcolm Edey, Assistant Governor (Financial System), at the International Swaps and Derivatives Association's (ISDA) 2015 Annual Australia Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-10-22.html

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf