Search: SONIA
RBA Glossary definition for SONIA
SONIA – Sterling Overnight Index Average
Search Results
Material Developments | Assessment of LCH Limited's SwapClear Service
9 Mar 2023
Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... In the assessment period, LCH Ltd adjusted the risk-free reference rate on GBP OIS and basis swaps to the new calculation of SONIA by
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html
Transcript of Question & Answer Session on 23 November 2021
23 Nov 2021
Speech
Transcript of Question & Answer Session, Australian Securitisation Forum Virtual Conference 2021, Online
https://www.rba.gov.au/speeches/2021/sp-so-2021-11-23-2-q-and-a-transcript.html
Material Developments | Assessment of LCH Limited's SwapClear Service-December 2019
9 Mar 2023
Trading activity in products referencing RFRs has been increasing. LCH Ltd, through its SwapClear service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA and SOFR.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/material-developments.html
Abbreviations | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
SLM. Stress loss margin. SOFR. Secured overnight financing rate. SONIA. Sterling Overnight Index Average.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/abbreviations.html
Other Material Developments | Assessment of LCH Limited's SwapClear Service-December 2020
9 Mar 2023
LCH Ltd also extended its OIS product suite to include the clearing of variable notional OIS (VNOIS) for GBP SONIA, USD SOFR and USD Fed Funds swaps. ... By contrast, trading activity in products referencing established RFRs, such as the Australian
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/other-material-developments.html
Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards | Assessment of LCH Limited's…
9 Mar 2023
Assessment of LCH Limited's SwapClear Service Appendix C: Detailed Assessment of LCH Limited's SwapClear Service against the Financial Stability Standards. The CCP Standards are made up of 21 headline standards, each of which is accompanied by a
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/appendix-c.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. ... clearing of variable notional OIS (VNOIS) for GBP SONIA, USD
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2020/pdf/lch-assess-2020-12.pdf
Assessment of LCH Limited’s SwapClear Service
3 Dec 2018
PDF
3061KB
Market participants are beginning to use alternative rates, such as SOFR (for USD swaps) and SONIA (for GBP swaps). ... In the assessment period, LCH Ltd adjusted the risk-free reference rate on GBP OIS and basis swaps to the new calculation of SONIA by
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/pdf/lch-assess-2018-12.pdf
Assessment of LCH Limited’s SwapClear Service
2 Dec 2019
PDF
1600KB
LCH Ltd, through its SwapClear. service, now accepts a range of products for clearing referencing new RFRs, including AONIA, SONIA.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2019/pdf/lch-assess-2019-12.pdf